-14.5%
Z vs RRX
+238.3%
-252.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.9% | -3.1% | +1.0% |
| 7D | -5.2% | +12.3% | -17.5% | -10.2% |
| 30D | +5.7% | +9.5% | -3.8% | +0.5% |
| 3M | -8.7% | +1.8% | -10.5% | -11.0% |
| 6M | -26.0% | -15.3% | -10.6% | -24.3% |
| YTD | -55.0% | +29.6% | -84.6% | -64.3% |
| 1Y | -58.0% | +34.1% | -92.1% | -67.4% |
| 3Y | -15.2% | +74.0% | -89.2% | -47.1% |
| 5Y | -53.8% | +14.7% | -68.5% | -64.9% |
| 10Y | -14.5% | +229.4% | -243.9% | -61.3% |
| All | -14.5% | +238.3% | -252.8% | -61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling