+1,802.9%
TER vs RRX
+216.7%
+1,586.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.3% |
| 7D | +9.4% | -3.7% | +13.1% | +12.0% |
| 30D | -2.4% | -9.3% | +6.9% | +3.9% |
| 3M | +6.5% | -21.8% | +28.3% | +25.4% |
| 6M | +23.2% | -22.0% | +45.2% | +47.2% |
| YTD | +91.5% | +11.9% | +79.5% | +83.7% |
| 1Y | +214.8% | +11.6% | +203.2% | +202.2% |
| 3Y | +275.3% | +2.2% | +273.2% | +257.2% |
| 5Y | +211.9% | +14.9% | +197.0% | +168.8% |
| All | +1,802.9% | +216.7% | +1,586.2% | +815.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling