+4,316.7%
ETR vs RRC
+1,202.2%
+3,114.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | +1.4% | +1.3% | +0.1% | +1.4% |
| 30D | +1.0% | +10.1% | -9.1% | +0.4% |
| 3M | -1.3% | +4.0% | -5.3% | -1.5% |
| 6M | +1.9% | +1.6% | +0.3% | +1.7% |
| YTD | +18.2% | +19.7% | -1.6% | +16.8% |
| 1Y | +24.7% | +21.4% | +3.3% | +23.0% |
| 3Y | +150.7% | +29.7% | +121.0% | +145.2% |
| 5Y | +127.0% | +153.9% | -26.8% | +111.1% |
| 10Y | +295.5% | +10.8% | +284.6% | +263.1% |
| All | +4,316.7% | +1,202.2% | +3,114.6% | +3,470.1% |
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