+59.7%
DIA vs RRX
+64.5%
-4.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.5% |
| 7D | +2.1% | +4.3% | -2.2% | +1.4% |
| 30D | +1.5% | +12.3% | -10.8% | -0.9% |
| 3M | -2.4% | +3.7% | -6.1% | -3.4% |
| 6M | +6.0% | -13.9% | +19.9% | +7.3% |
| YTD | +10.1% | +26.5% | -16.4% | +1.7% |
| 1Y | +11.8% | +29.3% | -17.5% | +2.6% |
| 3Y | +59.7% | +65.6% | -5.8% | +38.0% |
| All | +59.7% | +64.5% | -4.8% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling