+7,540.2%
DRI vs RRX
+1,994.1%
+5,546.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.1% |
| 7D | +1.1% | +4.3% | -3.3% | -0.4% |
| 30D | +9.7% | +12.3% | -2.6% | +4.7% |
| 3M | +3.2% | +3.7% | -0.5% | +0.7% |
| 6M | +20.6% | -13.9% | +34.5% | +22.1% |
| YTD | +28.3% | +26.5% | +1.8% | +11.6% |
| 1Y | +34.5% | +29.3% | +5.2% | +15.8% |
| 3Y | +66.5% | +65.6% | +1.0% | +23.9% |
| 5Y | +79.6% | +10.6% | +69.0% | +49.3% |
| 10Y | +333.8% | +202.9% | +130.9% | +149.3% |
| All | +7,540.2% | +1,994.1% | +5,546.0% | +3,017.0% |
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