+2,593.6%
NDAQ vs RRC
+1,352.3%
+1,241.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.8% |
| 7D | +0.8% | -10.8% | +11.7% | +2.8% |
| 30D | +16.5% | +22.3% | -5.8% | +12.1% |
| 3M | +13.5% | +26.6% | -13.1% | +8.4% |
| 6M | +20.9% | +18.9% | +2.0% | +16.5% |
| YTD | +11.4% | +39.2% | -27.8% | +3.9% |
| 1Y | +25.9% | +34.0% | -8.0% | +18.1% |
| 3Y | +119.9% | +42.0% | +77.8% | +100.7% |
| 5Y | +61.7% | +111.9% | -50.1% | +31.3% |
| 10Y | +481.6% | +62.8% | +418.8% | +325.1% |
| All | +2,593.6% | +1,352.3% | +1,241.3% | +1,065.2% |
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