+2,327.9%
NDAQ vs RRC
+1,149.0%
+1,178.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -2.4% | +1.3% | -3.7% | -2.7% |
| 30D | +2.5% | +10.1% | -7.7% | +0.7% |
| 3M | +9.9% | +4.0% | +5.9% | +9.0% |
| 6M | +9.4% | +1.6% | +7.8% | +8.6% |
| YTD | +0.4% | +19.7% | -19.3% | -3.4% |
| 1Y | +4.0% | +21.4% | -17.4% | -0.5% |
| 3Y | +94.4% | +29.7% | +64.7% | +80.7% |
| 5Y | +56.7% | +153.9% | -97.1% | +22.7% |
| 10Y | +375.3% | +10.8% | +364.5% | +280.0% |
| All | +2,327.9% | +1,149.0% | +1,178.9% | +983.2% |
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