+143.3%
DELL vs RRX
+30.0%
+113.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.6% | -5.2% | -6.9% |
| 7D | -24.6% | +7.6% | -32.2% | -27.4% |
| 30D | -32.5% | +7.5% | -40.0% | -34.8% |
| 3M | -20.2% | -21.0% | +0.8% | -12.5% |
| 6M | +76.5% | -18.1% | +94.6% | +89.1% |
| YTD | +198.9% | +24.3% | +174.6% | +157.3% |
| 1Y | +143.3% | +29.3% | +114.0% | +102.8% |
| All | +143.3% | +30.0% | +113.3% | +102.8% |
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