+1,145.9%
DELL vs RRX
+17.8%
+1,128.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.7% | +8.3% | +10.3% |
| 7D | +8.2% | -0.3% | +8.6% | +8.6% |
| 30D | +17.1% | -6.1% | +23.2% | +20.9% |
| 3M | +45.2% | -23.1% | +68.2% | +62.1% |
| 6M | +286.8% | -19.5% | +306.3% | +319.9% |
| YTD | +354.8% | +16.1% | +338.7% | +312.5% |
| 1Y | +358.3% | +12.9% | +345.3% | +318.1% |
| 3Y | +724.9% | +7.9% | +717.0% | +644.1% |
| All | +1,145.9% | +17.8% | +1,128.1% | +960.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling