+17.9%
RRX vs DAR
-8.0%
+25.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | -0.7% | -0.2% | -0.6% | -0.7% |
| 30D | -8.0% | +7.4% | -15.4% | -10.6% |
| 3M | -25.1% | +15.7% | -40.7% | -29.3% |
| 6M | -18.3% | +30.0% | -48.3% | -26.5% |
| YTD | +14.2% | +87.5% | -73.4% | -10.3% |
| 1Y | +13.0% | +113.4% | -100.3% | -15.9% |
| 3Y | +4.2% | +15.3% | -11.1% | -7.4% |
| 5Y | +17.9% | -4.3% | +22.2% | +5.5% |
| All | +17.9% | -8.0% | +25.9% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 5y: compounded portfolio wealth divided by compounded DAR 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…
5y analysis · Full analysis span regression · 6 months rolling