+14,183.4%
TER vs RRC
+1,202.2%
+12,981.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.6% |
| 7D | +0.6% | +1.3% | -0.7% | +0.4% |
| 30D | -8.3% | +10.1% | -18.4% | -9.6% |
| 3M | -12.2% | +4.0% | -16.2% | -13.0% |
| 6M | +17.1% | +1.6% | +15.5% | +16.1% |
| YTD | +84.7% | +19.7% | +65.0% | +78.8% |
| 1Y | +199.9% | +21.4% | +178.5% | +189.1% |
| 3Y | +232.8% | +29.7% | +203.1% | +216.5% |
| 5Y | +198.6% | +153.9% | +44.7% | +152.2% |
| 10Y | +1,669.7% | +10.8% | +1,658.9% | +1,362.4% |
| All | +14,183.4% | +1,202.2% | +12,981.2% | +9,337.3% |
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