+5,471.5%
DPZ vs RRX
+1,069.1%
+4,402.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.8% | -1.1% |
| 7D | +2.2% | 0.0% | +2.1% | +1.8% |
| 30D | +6.7% | +9.0% | -2.4% | +2.9% |
| 3M | -4.5% | +4.0% | -8.5% | -6.9% |
| 6M | +3.3% | -15.7% | +19.0% | +5.2% |
| YTD | -19.4% | +29.0% | -48.4% | -30.9% |
| 1Y | -17.3% | +35.2% | -52.5% | -30.5% |
| 3Y | -8.4% | +67.7% | -76.1% | -33.1% |
| 5Y | -28.2% | +14.9% | -43.1% | -42.2% |
| 10Y | +130.9% | +216.8% | -86.0% | +6.8% |
| All | +5,471.5% | +1,069.1% | +4,402.3% | +1,418.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling