+98.2%
DG vs RRX
+228.4%
-130.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.8% |
| 7D | -6.5% | -0.3% | -6.1% | -6.4% |
| 30D | +4.2% | -6.1% | +10.3% | +5.0% |
| 3M | +9.5% | -23.1% | +32.6% | +12.6% |
| 6M | -13.1% | -19.5% | +6.4% | -11.8% |
| YTD | -4.8% | +16.1% | -20.9% | -9.1% |
| 1Y | +20.6% | +12.9% | +7.7% | +15.4% |
| 3Y | +4.9% | +7.9% | -3.0% | -1.9% |
| 5Y | -37.9% | +19.1% | -57.0% | -44.7% |
| All | +98.2% | +228.4% | -130.2% | +30.6% |
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