+539.1%
DG vs RRX
+299.1%
+239.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -2.2% |
| 7D | -4.8% | -0.7% | -4.1% | -4.7% |
| 30D | +1.8% | -8.0% | +9.7% | +3.0% |
| 3M | +14.5% | -25.1% | +39.5% | +18.4% |
| 6M | -13.6% | -18.3% | +4.7% | -12.3% |
| YTD | -4.8% | +14.2% | -19.0% | -9.0% |
| 1Y | +21.6% | +13.0% | +8.5% | +16.1% |
| 3Y | +4.5% | +4.2% | +0.3% | -2.0% |
| 5Y | -38.5% | +17.9% | -56.3% | -45.0% |
| 10Y | +102.2% | +220.4% | -118.2% | +41.3% |
| All | +539.1% | +299.1% | +239.9% | +321.2% |
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 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