+110.9%
DT vs RRX
+131.7%
-20.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.6% | -3.2% |
| 7D | -4.9% | +4.3% | -9.1% | -6.0% |
| 30D | +2.7% | -8.0% | +10.7% | +4.9% |
| 3M | +20.0% | -22.0% | +42.0% | +25.4% |
| 6M | +28.0% | -11.9% | +39.9% | +25.3% |
| YTD | +16.0% | +17.1% | -1.1% | +0.5% |
| 1Y | +0.7% | +14.9% | -14.2% | -12.8% |
| 3Y | +6.2% | +6.9% | -0.7% | -10.9% |
| 5Y | -28.1% | +19.6% | -47.7% | -44.0% |
| All | +110.9% | +131.7% | -20.9% | +21.3% |
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