+248.1%
DGX vs RRC
+4.9%
+243.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.8% |
| 7D | -0.9% | -1.8% | +0.9% | -0.8% |
| 30D | -1.2% | +2.7% | -3.8% | -1.3% |
| 3M | +15.8% | +8.8% | +6.9% | +15.2% |
| 6M | +18.2% | -1.2% | +19.4% | +18.1% |
| YTD | +37.2% | +17.6% | +19.6% | +35.7% |
| 1Y | +30.4% | +18.4% | +11.9% | +28.7% |
| 3Y | +96.7% | +33.1% | +63.6% | +91.9% |
| 5Y | +67.2% | +148.2% | -81.0% | +55.1% |
| All | +248.1% | +4.9% | +243.2% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded RRC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling