+351.3%
DAL vs RRX
+374.3%
-23.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | +0.1% | +3.4% | -3.3% | -1.9% |
| 30D | -13.9% | -11.1% | -2.8% | -7.8% |
| 3M | +1.1% | -23.7% | +24.8% | +15.2% |
| 6M | +26.2% | -22.0% | +48.2% | +38.7% |
| YTD | +16.4% | +16.5% | -0.1% | -1.8% |
| 1Y | +33.9% | +11.5% | +22.3% | +14.9% |
| 3Y | +93.4% | +1.5% | +91.9% | +63.0% |
| 5Y | +106.4% | +18.3% | +88.1% | +50.8% |
| 10Y | +143.0% | +209.8% | -66.8% | -11.0% |
| All | +351.3% | +374.3% | -23.1% | -10.8% |
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 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