+126.4%
DAL vs RRX
+214.6%
-88.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.8% |
| 7D | +3.4% | +4.3% | -0.9% | +1.1% |
| 30D | -13.6% | -8.0% | -5.5% | -9.7% |
| 3M | +1.2% | -22.0% | +23.2% | +12.8% |
| 6M | +34.5% | -11.9% | +46.4% | +36.8% |
| YTD | +14.7% | +17.1% | -2.4% | -2.6% |
| 1Y | +29.2% | +14.9% | +14.4% | +10.0% |
| 3Y | +100.0% | +6.9% | +93.1% | +65.6% |
| 5Y | +106.3% | +19.6% | +86.8% | +52.1% |
| 10Y | +126.4% | +215.9% | -89.6% | -11.1% |
| All | +126.4% | +214.6% | -88.2% | -11.1% |
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 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