+154.5%
DPZ vs RRX
+214.5%
-60.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -2.5% | +3.4% | -6.0% | -3.0% |
| 30D | -7.0% | -11.1% | +4.2% | -5.4% |
| 3M | +11.6% | -23.7% | +35.3% | +15.1% |
| 6M | -15.2% | -22.0% | +6.8% | -13.6% |
| YTD | -17.2% | +16.5% | -33.7% | -21.9% |
| 1Y | -24.8% | +11.5% | -36.4% | -28.8% |
| 3Y | -8.7% | +1.5% | -10.2% | -14.4% |
| 5Y | -28.9% | +18.3% | -47.2% | -36.0% |
| All | +154.5% | +214.5% | -60.0% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling