+66.9%
DD vs RRX
+228.4%
-161.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -3.9% | -2.0% |
| 7D | -3.5% | -0.3% | -3.1% | -3.4% |
| 30D | -11.7% | -6.1% | -5.5% | -9.0% |
| 3M | -9.2% | -23.1% | +13.8% | +0.2% |
| 6M | -7.2% | -19.5% | +12.3% | -1.1% |
| YTD | +6.6% | +16.1% | -9.5% | -7.3% |
| 1Y | +32.0% | +12.9% | +19.1% | +15.3% |
| 3Y | +42.1% | +7.9% | +34.2% | +17.2% |
| 5Y | +58.1% | +19.1% | +39.0% | +17.2% |
| All | +66.9% | +228.4% | -161.5% | -29.5% |
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 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