+135.0%
GOOG vs RRC
+150.0%
-15.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.0% |
| 3M | -6.4% | +7.3% | -13.7% | -7.4% |
| 6M | +7.8% | +3.6% | +4.2% | +6.8% |
| YTD | +5.5% | +19.4% | -13.9% | +2.2% |
| 1Y | +38.3% | +21.4% | +16.9% | +33.3% |
| 3Y | +143.1% | +32.8% | +110.3% | +128.0% |
| 5Y | +135.0% | +152.0% | -17.0% | +95.9% |
| All | +135.0% | +150.0% | -15.0% | +95.9% |
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