-5.8%
Z vs RRX
+214.6%
-220.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.5% | -7.0% | -6.7% |
| 7D | -3.3% | +4.3% | -7.5% | -5.0% |
| 30D | -3.7% | -8.0% | +4.3% | -0.5% |
| 3M | -7.0% | -22.0% | +15.0% | +0.3% |
| 6M | -29.5% | -11.9% | -17.6% | -29.8% |
| YTD | -52.6% | +17.1% | -69.7% | -60.1% |
| 1Y | -64.0% | +14.9% | -78.9% | -69.8% |
| 3Y | -36.4% | +6.9% | -43.3% | -48.3% |
| 5Y | -65.8% | +19.6% | -85.3% | -74.8% |
| 10Y | -5.8% | +215.9% | -221.8% | -60.4% |
| All | -5.8% | +214.6% | -220.4% | -60.4% |
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