+151.8%
TER vs RRC
+36.3%
+115.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +3.2% |
| 7D | -20.5% | -10.8% | -9.6% | -18.4% |
| 30D | -47.0% | +22.3% | -69.3% | -49.2% |
| 3M | -43.3% | +26.6% | -69.9% | -46.5% |
| 6M | -42.9% | +18.9% | -61.8% | -45.4% |
| YTD | +12.9% | +39.2% | -26.3% | +0.3% |
| 1Y | +18.2% | +34.0% | -15.8% | +6.2% |
| 3Y | +151.8% | +42.0% | +109.8% | +116.4% |
| All | +151.8% | +36.3% | +115.5% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling