+780.7%
GOOG vs RRX
+228.4%
+552.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +0.4% |
| 7D | 0.0% | -0.3% | +0.4% | +0.1% |
| 30D | -2.0% | -6.1% | +4.2% | -0.2% |
| 3M | -5.9% | -23.1% | +17.2% | +0.5% |
| 6M | +8.9% | -19.5% | +28.4% | +13.3% |
| YTD | +7.1% | +16.1% | -9.0% | -2.0% |
| 1Y | +39.7% | +12.9% | +26.8% | +28.1% |
| 3Y | +145.8% | +7.9% | +137.9% | +115.7% |
| 5Y | +138.6% | +19.1% | +119.5% | +96.3% |
| All | +780.7% | +228.4% | +552.3% | +386.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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