+9,431.7%
DGX vs RRC
+368.8%
+9,062.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -0.3% | -1.2% | +0.9% | -0.2% |
| 30D | -1.2% | +9.4% | -10.6% | -1.9% |
| 3M | +19.9% | +7.4% | +12.5% | +19.1% |
| 6M | +19.2% | +1.5% | +17.7% | +18.8% |
| YTD | +37.5% | +19.4% | +18.1% | +35.1% |
| 1Y | +31.3% | +24.2% | +7.1% | +28.3% |
| 3Y | +96.6% | +32.8% | +63.8% | +89.4% |
| 5Y | +64.3% | +152.9% | -88.6% | +45.9% |
| 10Y | +241.1% | +3.9% | +237.3% | +200.6% |
| All | +9,431.7% | +368.8% | +9,062.9% | +6,568.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling