-30.1%
DPZ vs RRX
+14.2%
-44.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.6% |
| 7D | -2.5% | +12.6% | -15.1% | -4.0% |
| 30D | +12.5% | +10.6% | +2.0% | +10.6% |
| 3M | -5.2% | +4.6% | -9.9% | -6.2% |
| 6M | +8.8% | -13.6% | +22.4% | +9.6% |
| YTD | -18.7% | +29.4% | -48.1% | -25.7% |
| 1Y | -15.7% | +31.9% | -47.6% | -23.5% |
| 3Y | -7.5% | +68.3% | -75.8% | -24.1% |
| 5Y | -30.1% | +13.2% | -43.3% | -34.2% |
| All | -30.1% | +14.2% | -44.2% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling