+1,129.1%
DIA vs RRX
+816.0%
+313.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -0.2% | +3.4% | -3.6% | -1.2% |
| 30D | -1.5% | -11.1% | +9.6% | +1.9% |
| 3M | +3.8% | -23.7% | +27.5% | +10.9% |
| 6M | +10.3% | -22.0% | +32.3% | +15.6% |
| YTD | +12.1% | +16.5% | -4.4% | +2.8% |
| 1Y | +18.6% | +11.5% | +7.1% | +9.5% |
| 3Y | +60.6% | +1.5% | +59.1% | +44.9% |
| 5Y | +64.4% | +18.3% | +46.2% | +36.7% |
| 10Y | +250.1% | +209.8% | +40.3% | +103.3% |
| All | +1,129.1% | +816.0% | +313.1% | +350.6% |
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