+1,264.6%
RRX vs DGX
+8,631.6%
-7,367.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.4% |
| 7D | -3.7% | -3.5% | -0.3% | -2.7% |
| 30D | -9.3% | -2.7% | -6.6% | -8.6% |
| 3M | -21.8% | +13.9% | -35.7% | -25.2% |
| 6M | -22.0% | +16.0% | -38.0% | -25.9% |
| YTD | +11.9% | +34.9% | -23.0% | +1.6% |
| 1Y | +11.6% | +30.6% | -19.0% | +2.0% |
| 3Y | +2.2% | +93.0% | -90.8% | -18.3% |
| 5Y | +14.9% | +64.4% | -49.5% | -4.3% |
| 10Y | +214.2% | +248.1% | -33.9% | +106.3% |
| All | +1,264.6% | +8,631.6% | -7,367.0% | +365.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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