+43.2%
TER vs RRX
+30.0%
+13.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.6% | -3.2% | -3.7% |
| 7D | -19.9% | +7.6% | -27.5% | -25.3% |
| 30D | -43.5% | +7.5% | -51.1% | -47.2% |
| 3M | -37.8% | -21.0% | -16.8% | -25.2% |
| 6M | -25.6% | -18.1% | -7.5% | -11.3% |
| YTD | +29.8% | +24.3% | +5.5% | +25.1% |
| 1Y | +43.2% | +29.3% | +13.9% | +36.3% |
| All | +43.2% | +30.0% | +13.2% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling