+925.5%
DD vs RRX
+3,925.9%
-3,000.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -0.6% | +4.3% | -4.9% | -2.2% |
| 30D | -7.4% | -8.0% | +0.6% | -4.4% |
| 3M | -6.4% | -22.0% | +15.6% | +1.0% |
| 6M | -2.5% | -11.9% | +9.4% | -0.5% |
| YTD | +10.2% | +17.1% | -6.9% | -0.4% |
| 1Y | +36.9% | +14.9% | +22.1% | +23.9% |
| 3Y | +47.0% | +6.9% | +40.1% | +30.1% |
| 5Y | +63.1% | +19.6% | +43.6% | +35.7% |
| 10Y | +68.2% | +215.9% | -147.8% | -3.9% |
| All | +925.5% | +3,925.9% | -3,000.4% | +308.4% |
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