+214.8%
TER vs RRX
+9.8%
+205.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -1.8% |
| 7D | +9.4% | -3.7% | +13.1% | +13.0% |
| 30D | -2.4% | -9.3% | +6.9% | +6.3% |
| 3M | +6.5% | -21.8% | +28.3% | +32.3% |
| 6M | +23.2% | -22.0% | +45.2% | +54.7% |
| YTD | +91.5% | +11.9% | +79.5% | +86.3% |
| 1Y | +214.8% | +11.6% | +203.2% | +209.8% |
| All | +214.8% | +9.8% | +205.0% | +209.8% |
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