+13,447.0%
GOOG vs RRC
+372.1%
+13,074.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +1.1% | -1.2% | +2.3% | +1.2% |
| 30D | -5.1% | +9.4% | -14.5% | -6.3% |
| 3M | -7.1% | +7.4% | -14.5% | -8.2% |
| 6M | +12.7% | +1.5% | +11.2% | +11.9% |
| YTD | +7.1% | +19.4% | -12.3% | +3.7% |
| 1Y | +43.6% | +24.2% | +19.4% | +37.9% |
| 3Y | +146.8% | +32.8% | +114.0% | +131.6% |
| 5Y | +133.7% | +152.9% | -19.2% | +92.4% |
| 10Y | +773.3% | +3.9% | +769.5% | +632.2% |
| All | +13,447.0% | +372.1% | +13,074.9% | +8,435.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling