+1,107.0%
DIA vs RRX
+894.4%
+212.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.8% |
| 7D | +2.1% | +4.3% | -2.2% | +0.8% |
| 30D | +1.5% | +12.3% | -10.8% | -2.7% |
| 3M | -2.4% | +3.7% | -6.1% | -4.4% |
| 6M | +6.0% | -13.9% | +19.9% | +8.0% |
| YTD | +10.1% | +26.5% | -16.4% | -2.4% |
| 1Y | +11.8% | +29.3% | -17.5% | -1.8% |
| 3Y | +59.7% | +65.6% | -5.8% | +23.1% |
| 5Y | +57.9% | +10.6% | +47.2% | +33.9% |
| 10Y | +236.2% | +202.9% | +33.4% | +95.5% |
| All | +1,107.0% | +894.4% | +212.5% | +328.0% |
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 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