+217.3%
RRX vs DTE
+137.8%
+79.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.4% |
| 7D | -0.3% | -2.6% | +2.2% | +1.0% |
| 30D | -6.1% | -4.4% | -1.7% | -4.0% |
| 3M | -23.1% | -8.3% | -14.7% | -19.7% |
| 6M | -19.5% | -8.1% | -11.5% | -16.3% |
| YTD | +16.1% | +4.4% | +11.6% | +12.8% |
| 1Y | +12.9% | +0.2% | +12.8% | +11.9% |
| 3Y | +7.9% | +42.6% | -34.7% | -13.3% |
| 5Y | +19.1% | +31.5% | -12.4% | -1.4% |
| All | +217.3% | +137.8% | +79.5% | +99.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling