+4,782.6%
DELL vs RRX
+195.5%
+4,587.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.4% |
| 7D | +8.7% | -0.7% | +9.5% | +9.1% |
| 30D | +16.9% | -8.0% | +24.9% | +21.6% |
| 3M | +40.4% | -25.1% | +65.5% | +58.6% |
| 6M | +267.1% | -18.3% | +285.3% | +295.1% |
| YTD | +329.1% | +14.2% | +314.9% | +291.7% |
| 1Y | +346.9% | +13.0% | +333.9% | +307.0% |
| 3Y | +696.6% | +4.2% | +692.4% | +622.2% |
| 5Y | +1,106.2% | +17.9% | +1,088.3% | +900.4% |
| 10Y | +4,177.7% | +220.4% | +3,957.3% | +2,226.3% |
| All | +4,782.6% | +195.5% | +4,587.1% | +2,652.6% |
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 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