+105.8%
DAL vs RRX
+18.4%
+87.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +0.1% | +3.4% | -3.3% | -1.4% |
| 30D | -13.9% | -11.1% | -2.8% | -9.2% |
| 3M | +1.1% | -23.7% | +24.8% | +12.0% |
| 6M | +26.2% | -22.0% | +48.2% | +36.0% |
| YTD | +16.4% | +16.5% | -0.1% | +1.2% |
| 1Y | +33.9% | +11.5% | +22.3% | +18.2% |
| 3Y | +93.4% | +1.5% | +91.9% | +70.0% |
| All | +105.8% | +18.4% | +87.5% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling