+780.7%
GOOG vs RRC
+4.6%
+776.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +1.7% |
| 7D | 0.0% | -2.0% | +2.1% | +0.2% |
| 30D | -2.0% | +2.4% | -4.4% | -2.2% |
| 3M | -5.9% | +8.6% | -14.4% | -6.7% |
| 6M | +8.9% | -1.4% | +10.3% | +8.7% |
| YTD | +7.1% | +17.3% | -10.2% | +5.0% |
| 1Y | +39.7% | +18.1% | +21.5% | +36.6% |
| 3Y | +145.8% | +32.8% | +113.1% | +135.7% |
| 5Y | +138.6% | +147.6% | -9.0% | +112.5% |
| All | +780.7% | +4.6% | +776.0% | +595.6% |
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