+191.2%
TER vs RRC
+60.0%
+131.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.5% |
| 7D | +14.4% | +6.4% | +8.0% | +12.8% |
| 30D | -30.6% | +23.9% | -54.4% | -33.7% |
| 3M | -39.2% | +30.2% | -69.4% | -42.8% |
| 6M | -31.3% | +26.3% | -57.5% | -35.1% |
| YTD | +29.1% | +48.1% | -19.0% | +13.1% |
| 1Y | +47.4% | +37.7% | +9.8% | +32.6% |
| 3Y | +191.2% | +60.3% | +130.9% | +140.9% |
| All | +191.2% | +60.0% | +131.3% | +140.9% |
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