+3,847.4%
ANET vs RRC
+4.9%
+3,842.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.5% | +7.1% | +5.8% |
| 7D | +3.0% | -1.8% | +4.8% | +3.2% |
| 30D | -5.2% | +2.7% | -7.8% | -5.5% |
| 3M | +27.6% | +8.8% | +18.8% | +25.8% |
| 6M | +44.4% | -1.2% | +45.6% | +44.1% |
| YTD | +52.3% | +17.6% | +34.8% | +48.4% |
| 1Y | +30.4% | +18.4% | +12.0% | +26.6% |
| 3Y | +313.3% | +33.1% | +280.2% | +295.0% |
| 5Y | +810.0% | +148.2% | +661.8% | +697.3% |
| All | +3,847.4% | +4.9% | +3,842.5% | +3,141.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling