+53,483.3%
IDXX vs RRC
+1,847.7%
+51,635.6%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -4.3% | -1.2% | -3.1% | -4.2% |
| 30D | -13.7% | +3.0% | -16.6% | -13.9% |
| 3M | -9.1% | +7.3% | -16.3% | -9.7% |
| 6M | -15.4% | +3.6% | -19.0% | -15.9% |
| YTD | -25.1% | +19.4% | -44.5% | -26.4% |
| 1Y | -20.6% | +21.4% | -42.0% | -22.2% |
| 3Y | +8.7% | +32.8% | -24.0% | +5.1% |
| 5Y | -25.7% | +152.0% | -177.7% | -33.1% |
| 10Y | +360.6% | +5.9% | +354.7% | +312.3% |
| All | +53,483.3% | +1,847.7% | +51,635.6% | +38,949.8% |
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