-7.8%
DPZ vs RRX
+70.4%
-78.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.6% |
| 7D | -3.5% | +5.4% | -8.9% | -4.0% |
| 30D | +5.7% | +12.0% | -6.3% | +4.5% |
| 3M | -7.5% | +6.1% | -13.6% | -8.1% |
| 6M | +6.2% | -13.2% | +19.4% | +6.8% |
| YTD | -19.8% | +31.0% | -50.8% | -25.6% |
| 1Y | -18.0% | +38.8% | -56.7% | -24.9% |
| All | -7.8% | +70.4% | -78.2% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling