+10,532.9%
TER vs RRC
+1,511.7%
+9,021.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +8.1% |
| 7D | +5.9% | -0.5% | +6.4% | +6.0% |
| 30D | -30.8% | +25.2% | -56.0% | -32.9% |
| 3M | -29.9% | +27.8% | -57.8% | -32.5% |
| 6M | -27.5% | +27.2% | -54.7% | -30.3% |
| YTD | +37.5% | +48.2% | -10.7% | +29.0% |
| 1Y | +50.3% | +34.7% | +15.5% | +42.7% |
| 3Y | +204.9% | +62.2% | +142.7% | +181.1% |
| 5Y | +89.2% | +130.9% | -41.7% | +61.9% |
| 10Y | +1,077.0% | +73.4% | +1,003.5% | +816.5% |
| All | +10,532.9% | +1,511.7% | +9,021.1% | +6,706.9% |
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 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