+109.8%
AAPL vs RRC
+154.4%
-44.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.0% | -1.7% | -1.2% | -2.8% |
| 30D | +2.3% | +3.6% | -1.3% | +1.9% |
| 3M | +8.6% | +8.8% | -0.2% | +7.4% |
| 6M | +21.6% | +0.8% | +20.8% | +21.0% |
| YTD | +16.3% | +19.0% | -2.7% | +13.0% |
| 1Y | +35.1% | +22.9% | +12.1% | +30.3% |
| 3Y | +79.4% | +32.3% | +47.1% | +69.1% |
| 5Y | +109.8% | +151.6% | -41.7% | +83.1% |
| All | +109.8% | +154.4% | -44.5% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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