+700.7%
GOOGL vs RRC
+71.8%
+628.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.9% |
| 7D | +5.7% | +2.5% | +3.2% | +5.4% |
| 30D | -15.6% | +21.1% | -36.7% | -17.2% |
| 3M | -13.0% | +28.4% | -41.4% | -15.2% |
| 6M | -22.8% | +26.5% | -49.2% | -24.7% |
| YTD | -4.4% | +47.0% | -51.4% | -8.4% |
| 1Y | +4.5% | +35.2% | -30.7% | +0.8% |
| 3Y | +127.4% | +61.0% | +66.4% | +114.0% |
| 5Y | +102.8% | +133.6% | -30.8% | +81.1% |
| All | +700.7% | +71.8% | +628.8% | +516.4% |
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 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