+202.8%
TER vs RRC
+156.2%
+46.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.7% |
| 7D | +0.6% | +1.3% | -0.7% | +0.3% |
| 30D | -8.3% | +10.1% | -18.4% | -10.1% |
| 3M | -12.2% | +4.0% | -16.2% | -13.3% |
| 6M | +17.1% | +1.6% | +15.5% | +15.6% |
| YTD | +84.7% | +19.7% | +65.0% | +75.4% |
| 1Y | +199.9% | +21.4% | +178.5% | +182.4% |
| 3Y | +232.8% | +29.7% | +203.1% | +207.2% |
| All | +202.8% | +156.2% | +46.6% | +146.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling