+851.5%
DE vs RRX
+228.4%
+623.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.9% |
| 7D | -2.6% | -0.3% | -2.2% | -2.5% |
| 30D | +9.0% | -6.1% | +15.2% | +11.7% |
| 3M | +19.1% | -23.1% | +42.2% | +30.4% |
| 6M | +14.4% | -19.5% | +33.9% | +21.0% |
| YTD | +45.9% | +16.1% | +29.9% | +29.7% |
| 1Y | +43.6% | +12.9% | +30.7% | +27.6% |
| 3Y | +75.9% | +7.9% | +67.9% | +47.7% |
| 5Y | +98.8% | +19.1% | +79.7% | +48.8% |
| All | +851.5% | +228.4% | +623.1% | +299.6% |
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