+199.8%
TER vs RRC
+23.4%
+176.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +5.3% |
| 7D | +0.6% | +1.3% | -0.7% | +0.9% |
| 30D | -8.3% | +10.1% | -18.4% | -6.5% |
| 3M | -12.2% | +4.0% | -16.3% | -10.5% |
| 6M | +17.0% | +1.6% | +15.4% | +18.7% |
| YTD | +84.6% | +19.7% | +64.9% | +85.3% |
| 1Y | +199.8% | +21.4% | +178.4% | +207.0% |
| All | +199.8% | +23.4% | +176.5% | +207.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling