-34.0%
Z vs RRX
+2.4%
-36.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -3.0% | +3.4% | -6.4% | -3.8% |
| 30D | -4.2% | -11.1% | +6.9% | -1.4% |
| 3M | -3.7% | -23.7% | +20.0% | +1.5% |
| 6M | -24.5% | -22.0% | -2.5% | -22.1% |
| YTD | -49.3% | +16.5% | -65.8% | -55.6% |
| 1Y | -58.7% | +11.5% | -70.2% | -63.6% |
| All | -34.0% | +2.4% | -36.4% | -48.1% |
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