+4,504.5%
ETR vs RRC
+1,510.8%
+2,993.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +1.2% | +6.4% | -5.2% | +0.8% |
| 30D | +7.0% | +23.9% | -16.9% | +5.6% |
| 3M | +4.6% | +30.2% | -25.6% | +2.9% |
| 6M | +0.1% | +26.3% | -26.1% | -1.4% |
| YTD | +23.2% | +48.1% | -24.9% | +20.1% |
| 1Y | +20.6% | +37.7% | -17.1% | +18.0% |
| 3Y | +156.3% | +60.3% | +96.0% | +147.4% |
| 5Y | +159.6% | +135.3% | +24.4% | +142.4% |
| 10Y | +377.1% | +73.3% | +303.8% | +326.8% |
| All | +4,504.5% | +1,510.8% | +2,993.7% | +3,571.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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