+9,818.1%
STZ vs RRX
+3,635.6%
+6,182.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.9% | +3.4% | -5.4% | -2.6% |
| 30D | -1.9% | -11.1% | +9.2% | +0.5% |
| 3M | -6.2% | -23.7% | +17.5% | -1.8% |
| 6M | -14.0% | -22.0% | +8.0% | -11.2% |
| YTD | -5.1% | +16.5% | -21.6% | -10.9% |
| 1Y | -9.6% | +11.5% | -21.1% | -14.7% |
| 3Y | -47.2% | +1.5% | -48.8% | -51.1% |
| 5Y | -33.6% | +18.3% | -51.8% | -41.9% |
| 10Y | -9.8% | +209.8% | -219.6% | -38.5% |
| All | +9,818.1% | +3,635.6% | +6,182.5% | +4,252.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling