-35.8%
STZ vs RRX
+70.4%
-106.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | -0.9% | +5.4% | -6.3% | -1.4% |
| 30D | +14.9% | +12.0% | +2.9% | +13.7% |
| 3M | +8.4% | +6.1% | +2.3% | +7.8% |
| 6M | +2.8% | -13.2% | +16.0% | +3.7% |
| YTD | +7.5% | +31.0% | -23.4% | +1.7% |
| 1Y | +12.5% | +38.8% | -26.2% | +5.5% |
| All | -35.8% | +70.4% | -106.2% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling