+41.5%
DLR vs RRX
+14.8%
+26.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | 0.0% | -1.5% |
| 7D | -1.3% | -3.7% | +2.5% | -0.4% |
| 30D | -2.9% | -9.3% | +6.4% | -0.7% |
| 3M | +3.2% | -21.8% | +25.0% | +7.9% |
| 6M | +3.9% | -22.0% | +25.9% | +7.7% |
| YTD | +21.4% | +11.9% | +9.5% | +14.1% |
| 1Y | +9.7% | +11.6% | -1.9% | +2.4% |
| 3Y | +56.5% | +2.2% | +54.4% | +44.0% |
| 5Y | +41.5% | +14.9% | +26.6% | +18.6% |
| All | +41.5% | +14.8% | +26.8% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling