+7,085.5%
DRI vs RRX
+1,828.9%
+5,256.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +0.6% | +3.4% | -2.9% | -0.5% |
| 30D | +3.8% | -11.1% | +15.0% | +7.8% |
| 3M | +13.0% | -23.7% | +36.7% | +20.9% |
| 6M | +8.3% | -22.0% | +30.3% | +13.1% |
| YTD | +20.6% | +16.5% | +4.1% | +9.1% |
| 1Y | +6.5% | +11.5% | -5.1% | -3.1% |
| 3Y | +53.7% | +1.5% | +52.2% | +36.2% |
| 5Y | +72.7% | +18.3% | +54.4% | +40.6% |
| 10Y | +363.2% | +209.8% | +153.4% | +167.5% |
| All | +7,085.5% | +1,828.9% | +5,256.6% | +2,947.0% |
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