-59.1%
Z vs RRX
+23.5%
-82.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -7.9% | -2.3% |
| 7D | -4.6% | +7.5% | -12.1% | -4.3% |
| 30D | +8.3% | +3.0% | +5.3% | +8.7% |
| 3M | -11.6% | -5.3% | -6.3% | -11.4% |
| 6M | -33.6% | -26.6% | -7.0% | -33.3% |
| YTD | -56.7% | +21.2% | -77.9% | -58.4% |
| 1Y | -59.1% | +25.9% | -85.1% | -60.8% |
| All | -59.1% | +23.5% | -82.6% | -60.8% |
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 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