+1,570.9%
QQQ vs RRC
+2,718.6%
-1,147.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +0.4% | +1.3% | -0.9% | +0.2% |
| 30D | +0.2% | +10.1% | -9.9% | -1.0% |
| 3M | -2.8% | +4.0% | -6.8% | -3.5% |
| 6M | +18.0% | +1.6% | +16.4% | +17.2% |
| YTD | +17.3% | +19.7% | -2.4% | +13.9% |
| 1Y | +25.6% | +21.4% | +4.2% | +21.5% |
| 3Y | +93.7% | +29.7% | +64.1% | +83.9% |
| 5Y | +94.2% | +153.9% | -59.7% | +63.8% |
| 10Y | +557.9% | +10.8% | +547.0% | +447.1% |
| All | +1,570.9% | +2,718.6% | -1,147.7% | +916.4% |
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