+228.2%
TER vs RRX
+16.5%
+211.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +4.8% |
| 7D | +12.4% | -0.7% | +13.1% | +12.8% |
| 30D | +5.1% | -8.0% | +13.1% | +11.0% |
| 3M | +4.0% | -25.1% | +29.0% | +26.3% |
| 6M | +29.5% | -18.3% | +47.8% | +51.1% |
| YTD | +98.5% | +14.2% | +84.3% | +89.8% |
| 1Y | +234.1% | +13.0% | +221.0% | +221.0% |
| 3Y | +289.0% | +4.2% | +284.8% | +274.6% |
| 5Y | +228.2% | +17.9% | +210.3% | +195.8% |
| All | +228.2% | +16.5% | +211.6% | +195.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling