+3,617.4%
DLR vs RRX
+858.1%
+2,759.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | +3.4% | +4.3% | -0.9% | +1.9% |
| 30D | -2.2% | -8.0% | +5.8% | +0.7% |
| 3M | +4.7% | -22.0% | +26.7% | +12.4% |
| 6M | +9.0% | -11.9% | +20.9% | +10.2% |
| YTD | +24.1% | +17.1% | +7.0% | +11.5% |
| 1Y | +20.9% | +14.9% | +6.1% | +8.2% |
| 3Y | +60.0% | +6.9% | +53.1% | +37.3% |
| 5Y | +35.3% | +19.6% | +15.7% | +7.0% |
| 10Y | +165.8% | +215.9% | -50.2% | +20.8% |
| All | +3,617.4% | +858.1% | +2,759.3% | +852.4% |
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