+46.1%
DE vs RRX
+30.0%
+16.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +2.3% |
| 7D | +5.6% | +7.6% | -2.0% | +3.9% |
| 30D | -0.8% | +7.5% | -8.4% | -2.6% |
| 3M | +9.8% | -21.0% | +30.9% | +15.5% |
| 6M | +17.5% | -18.1% | +35.6% | +21.6% |
| YTD | +46.5% | +24.3% | +22.2% | +37.0% |
| 1Y | +46.1% | +29.3% | +16.8% | +35.7% |
| All | +46.1% | +30.0% | +16.1% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling