+423.9%
ZBRA vs RRX
+228.4%
+195.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.8% | -0.1% |
| 7D | -3.4% | -0.3% | -3.1% | -3.3% |
| 30D | -7.4% | -6.1% | -1.3% | -4.4% |
| 3M | +57.5% | -23.1% | +80.6% | +76.4% |
| 6M | +64.0% | -19.5% | +83.5% | +75.5% |
| YTD | +44.3% | +16.1% | +28.2% | +22.5% |
| 1Y | +10.9% | +12.9% | -2.1% | -4.9% |
| 3Y | +37.5% | +7.9% | +29.6% | +15.3% |
| 5Y | -39.7% | +19.1% | -58.8% | -53.6% |
| All | +423.9% | +228.4% | +195.5% | +116.8% |
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 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