+392.2%
DAL vs RRX
+393.5%
-1.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.5% | -3.3% | -1.1% |
| 7D | +8.8% | +7.5% | +1.3% | +3.2% |
| 30D | +5.4% | +3.0% | +2.4% | +2.2% |
| 3M | -4.9% | -5.3% | +0.4% | -3.5% |
| 6M | +19.8% | -26.6% | +46.5% | +36.4% |
| YTD | +27.0% | +21.2% | +5.8% | +2.9% |
| 1Y | +52.5% | +25.9% | +26.5% | +20.2% |
| 3Y | +173.8% | +71.7% | +102.2% | +65.4% |
| 5Y | +104.5% | +7.8% | +96.8% | +58.5% |
| 10Y | +129.7% | +242.9% | -113.1% | -22.1% |
| All | +392.2% | +393.5% | -1.3% | -6.5% |
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 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