+66.5%
DRI vs RRX
+64.5%
+2.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.7% |
| 7D | +1.1% | +4.3% | -3.3% | +0.5% |
| 30D | +9.7% | +12.3% | -2.6% | +7.7% |
| 3M | +3.2% | +3.7% | -0.5% | +2.3% |
| 6M | +20.6% | -13.9% | +34.5% | +21.4% |
| YTD | +28.3% | +26.5% | +1.8% | +18.3% |
| 1Y | +34.5% | +29.3% | +5.2% | +23.3% |
| 3Y | +66.5% | +65.6% | +1.0% | +36.4% |
| All | +66.5% | +64.5% | +2.0% | +36.4% |
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 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