+50.3%
TER vs RRC
+38.2%
+12.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +8.5% |
| 7D | +5.9% | -0.5% | +6.4% | +5.8% |
| 30D | -30.8% | +25.2% | -56.0% | -26.3% |
| 3M | -29.9% | +27.8% | -57.8% | -24.8% |
| 6M | -27.5% | +27.2% | -54.7% | -21.1% |
| YTD | +37.5% | +48.2% | -10.7% | +43.7% |
| 1Y | +50.3% | +34.7% | +15.5% | +62.5% |
| All | +50.3% | +38.2% | +12.1% | +62.5% |
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