+44.6%
DAL vs RRX
+36.1%
+8.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -4.0% | -4.9% |
| 7D | +1.4% | +12.6% | -11.2% | -2.0% |
| 30D | +9.1% | +10.6% | -1.5% | +5.4% |
| 3M | -3.5% | +4.6% | -8.1% | -5.4% |
| 6M | +23.4% | -13.6% | +37.0% | +25.5% |
| YTD | +26.0% | +29.4% | -3.4% | +9.2% |
| 1Y | +44.6% | +31.9% | +12.7% | +24.0% |
| All | +44.6% | +36.1% | +8.5% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling