+145.0%
DPZ vs RRX
+200.5%
-55.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +2.9% |
| 7D | +2.2% | +4.3% | -2.1% | +1.6% |
| 30D | +15.5% | +12.3% | +3.2% | +13.2% |
| 3M | -2.0% | +3.7% | -5.7% | -3.0% |
| 6M | +12.1% | -13.9% | +26.1% | +12.9% |
| YTD | -16.6% | +26.5% | -43.0% | -22.6% |
| 1Y | -14.6% | +29.3% | -43.9% | -21.2% |
| 3Y | -4.1% | +65.6% | -69.7% | -17.9% |
| 5Y | -28.3% | +10.6% | -38.9% | -35.2% |
| All | +145.0% | +200.5% | -55.4% | +72.6% |
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 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