+142.1%
GOOG vs RRC
+31.5%
+110.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -2.5% | -1.2% | -1.3% | -2.4% |
| 30D | -3.6% | +3.0% | -6.6% | -3.9% |
| 3M | -6.4% | +7.3% | -13.7% | -7.2% |
| 6M | +7.8% | +3.6% | +4.2% | +6.9% |
| YTD | +5.5% | +19.4% | -13.9% | +2.1% |
| 1Y | +38.3% | +21.4% | +16.9% | +33.0% |
| All | +142.1% | +31.5% | +110.7% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling