+14,263.1%
DE vs RRX
+3,824.6%
+10,438.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.4% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | +11.1% | -8.0% | +19.1% | +14.4% |
| 3M | +17.6% | -25.1% | +42.7% | +28.5% |
| 6M | +13.6% | -18.3% | +31.9% | +18.9% |
| YTD | +46.3% | +14.2% | +32.1% | +34.4% |
| 1Y | +44.2% | +13.0% | +31.1% | +31.7% |
| 3Y | +76.6% | +4.2% | +72.4% | +57.0% |
| 5Y | +98.2% | +17.9% | +80.4% | +63.4% |
| 10Y | +863.5% | +220.4% | +643.1% | +446.3% |
| All | +14,263.1% | +3,824.6% | +10,438.6% | +5,580.0% |
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