+33.9%
TER vs RRC
+28.5%
+5.4%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.3% | +12.5% | +12.8% |
| 7D | -5.8% | -10.3% | +4.6% | -7.4% |
| 30D | -38.9% | +19.5% | -58.4% | -35.1% |
| 3M | -35.1% | +27.9% | -63.0% | -29.8% |
| 6M | -31.6% | +21.2% | -52.7% | -26.0% |
| YTD | +27.2% | +39.6% | -12.3% | +33.6% |
| All | +33.9% | +28.5% | +5.4% | +42.3% |
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