+11,697.7%
GOOGL vs RRC
+485.8%
+11,211.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.9% |
| 7D | +1.6% | -0.5% | +2.0% | +1.6% |
| 30D | -16.8% | +25.2% | -42.0% | -19.6% |
| 3M | -14.6% | +27.8% | -42.4% | -17.8% |
| 6M | -24.4% | +27.2% | -51.6% | -27.4% |
| YTD | -6.1% | +48.2% | -54.2% | -12.0% |
| 1Y | +1.0% | +34.7% | -33.7% | -4.2% |
| 3Y | +123.4% | +62.2% | +61.2% | +103.6% |
| 5Y | +103.2% | +130.9% | -27.7% | +70.1% |
| 10Y | +667.7% | +73.4% | +594.3% | +489.9% |
| All | +11,697.7% | +485.8% | +11,211.9% | +7,093.7% |
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