-32.8%
STZ vs RRX
+18.4%
-51.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.9% | +3.4% | -5.4% | -2.4% |
| 30D | -1.9% | -11.1% | +9.2% | -0.4% |
| 3M | -6.2% | -23.7% | +17.5% | -3.6% |
| 6M | -14.0% | -22.0% | +8.0% | -12.3% |
| YTD | -5.1% | +16.5% | -21.6% | -9.5% |
| 1Y | -9.6% | +11.5% | -21.1% | -13.4% |
| 3Y | -47.2% | +1.5% | -48.8% | -49.5% |
| All | -32.8% | +18.4% | -51.1% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling