+5,542.7%
DPZ vs RRX
+998.4%
+4,544.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.6% | -3.8% |
| 7D | +6.6% | +7.5% | -1.0% | +3.6% |
| 30D | +10.3% | +3.0% | +7.3% | +8.3% |
| 3M | -6.2% | -5.3% | -0.8% | -5.7% |
| 6M | +4.2% | -26.6% | +30.9% | +10.6% |
| YTD | -18.4% | +21.2% | -39.6% | -28.6% |
| 1Y | -14.9% | +25.9% | -40.9% | -26.9% |
| 3Y | -4.6% | +71.7% | -76.3% | -31.3% |
| 5Y | -27.4% | +7.8% | -35.2% | -40.3% |
| 10Y | +125.9% | +242.9% | -117.0% | -0.8% |
| All | +5,542.7% | +998.4% | +4,544.3% | +1,468.8% |
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