+1,006.2%
TER vs RRC
+67.7%
+938.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.8% | -5.1% | -1.0% |
| 7D | -8.9% | -5.2% | -3.7% | -8.1% |
| 30D | -39.1% | +25.2% | -64.3% | -41.2% |
| 3M | -32.8% | +27.4% | -60.1% | -35.4% |
| 6M | -31.7% | +27.0% | -58.7% | -34.7% |
| YTD | +26.9% | +46.3% | -19.3% | +18.2% |
| 1Y | +33.6% | +37.1% | -3.5% | +25.5% |
| 3Y | +181.5% | +60.2% | +121.3% | +156.8% |
| 5Y | +76.1% | +136.6% | -60.5% | +47.9% |
| 10Y | +1,006.2% | +68.8% | +937.4% | +688.6% |
| All | +1,006.2% | +67.7% | +938.5% | +688.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling