+6.5%
Z vs RRX
+192.7%
-186.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.5% | -7.9% | -4.6% |
| 7D | -4.6% | +7.5% | -12.1% | -8.0% |
| 30D | +8.3% | +3.0% | +5.3% | +5.5% |
| 3M | -11.6% | -5.3% | -6.3% | -11.1% |
| 6M | -33.6% | -26.6% | -7.0% | -28.1% |
| YTD | -56.7% | +21.2% | -77.9% | -64.4% |
| 1Y | -59.1% | +25.9% | -85.1% | -67.2% |
| 3Y | -20.4% | +71.7% | -92.1% | -49.5% |
| 5Y | -55.3% | +7.8% | -63.0% | -64.7% |
| 10Y | -14.2% | +242.9% | -257.1% | -64.5% |
| All | +6.5% | +192.7% | -186.2% | -56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling