+191.2%
TER vs RRX
+64.5%
+126.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -3.7% |
| 7D | +14.4% | +4.3% | +10.0% | +11.3% |
| 30D | -30.6% | +12.3% | -42.9% | -35.7% |
| 3M | -39.2% | +3.7% | -42.8% | -40.1% |
| 6M | -31.3% | -13.9% | -17.4% | -22.0% |
| YTD | +29.1% | +26.5% | +2.6% | +16.8% |
| 1Y | +47.4% | +29.3% | +18.1% | +31.0% |
| 3Y | +191.2% | +65.6% | +125.7% | +104.9% |
| All | +191.2% | +64.5% | +126.7% | +104.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling