-53.6%
Z vs RRX
+30.0%
-83.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -3.6% | +13.1% | +9.2% |
| 7D | +10.2% | +7.6% | +2.5% | +10.5% |
| 30D | +23.7% | +7.5% | +16.2% | +24.1% |
| 3M | -6.6% | -21.0% | +14.5% | -6.1% |
| 6M | -23.0% | -18.1% | -4.9% | -22.9% |
| YTD | -50.3% | +24.3% | -74.6% | -52.4% |
| 1Y | -53.6% | +29.3% | -82.9% | -55.7% |
| All | -53.6% | +30.0% | -83.6% | -55.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling