-17.5%
Z vs RRX
+70.4%
-87.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | -13.1% | +5.4% | -18.4% | -14.0% |
| 30D | +5.9% | +12.0% | -6.1% | +2.7% |
| 3M | -13.7% | +6.1% | -19.8% | -15.4% |
| 6M | -27.1% | -13.2% | -13.9% | -26.3% |
| YTD | -56.8% | +31.0% | -87.8% | -63.5% |
| 1Y | -60.2% | +38.8% | -99.0% | -67.3% |
| All | -17.5% | +70.4% | -87.8% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling