+137.7%
GOOGL vs RRC
+153.5%
-15.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +1.1% | -1.2% | +2.3% | +1.2% |
| 30D | -4.4% | +9.4% | -13.9% | -5.6% |
| 3M | -6.8% | +7.4% | -14.2% | -7.8% |
| 6M | +13.6% | +1.5% | +12.1% | +12.9% |
| YTD | +8.3% | +19.4% | -11.1% | +5.0% |
| 1Y | +44.9% | +24.2% | +20.7% | +39.3% |
| 3Y | +150.5% | +32.8% | +117.7% | +135.0% |
| 5Y | +137.7% | +152.9% | -15.2% | +98.9% |
| All | +137.7% | +153.5% | -15.8% | +98.9% |
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