+8,630.0%
TER vs RRC
+1,414.2%
+7,215.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +3.0% |
| 7D | -20.5% | -10.8% | -9.6% | -19.2% |
| 30D | -47.0% | +22.3% | -69.3% | -48.5% |
| 3M | -43.3% | +26.6% | -69.9% | -45.3% |
| 6M | -42.9% | +18.9% | -61.8% | -44.6% |
| YTD | +12.9% | +39.2% | -26.3% | +6.8% |
| 1Y | +18.2% | +34.0% | -15.8% | +12.3% |
| 3Y | +151.8% | +42.0% | +109.8% | +136.2% |
| 5Y | +54.2% | +111.9% | -57.7% | +33.5% |
| 10Y | +908.2% | +62.8% | +845.4% | +691.4% |
| All | +8,630.0% | +1,414.2% | +7,215.8% | +5,535.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling