+380.3%
NDAQ vs RRC
+4.5%
+375.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -1.6% | -1.7% | +0.2% | -1.4% |
| 30D | -1.5% | +3.6% | -5.1% | -1.8% |
| 3M | +8.0% | +8.8% | -0.8% | +7.2% |
| 6M | +7.7% | +0.8% | +6.9% | +7.4% |
| YTD | -2.3% | +19.0% | -21.3% | -4.1% |
| 1Y | +0.6% | +22.9% | -22.4% | -1.7% |
| 3Y | +90.9% | +32.3% | +58.6% | +84.4% |
| 5Y | +52.5% | +151.6% | -99.1% | +38.8% |
| 10Y | +380.3% | +5.5% | +374.8% | +303.7% |
| All | +380.3% | +4.5% | +375.7% | +303.7% |
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 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