+130.9%
DPZ vs RRX
+224.4%
-93.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.2% |
| 7D | +2.2% | 0.0% | +2.1% | +2.0% |
| 30D | +6.7% | +9.0% | -2.4% | +5.0% |
| 3M | -4.5% | +4.0% | -8.5% | -5.5% |
| 6M | +3.3% | -15.7% | +19.0% | +4.5% |
| YTD | -19.4% | +29.0% | -48.4% | -25.4% |
| 1Y | -17.3% | +35.2% | -52.5% | -24.3% |
| 3Y | -8.4% | +67.7% | -76.1% | -21.6% |
| 5Y | -28.2% | +14.9% | -43.1% | -35.4% |
| 10Y | +130.9% | +216.8% | -86.0% | +65.0% |
| All | +130.9% | +224.4% | -93.5% | +65.0% |
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 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