+71.7%
TER vs RRX
+9.8%
+61.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -3.8% |
| 7D | +14.4% | +4.3% | +10.0% | +11.5% |
| 30D | -30.6% | +12.3% | -42.9% | -35.4% |
| 3M | -39.2% | +3.7% | -42.8% | -40.0% |
| 6M | -31.3% | -13.9% | -17.4% | -22.4% |
| YTD | +29.1% | +26.5% | +2.6% | +16.2% |
| 1Y | +47.4% | +29.3% | +18.1% | +30.4% |
| 3Y | +191.2% | +65.6% | +125.7% | +112.0% |
| All | +71.7% | +9.8% | +61.9% | +58.3% |
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 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