+1,481.8%
QQQ vs RRC
+3,386.7%
-1,904.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +3.6% | +6.4% | -2.8% | +2.8% |
| 30D | -6.7% | +23.9% | -30.6% | -9.5% |
| 3M | -7.0% | +30.2% | -37.2% | -10.4% |
| 6M | -4.7% | +26.3% | -30.9% | -8.0% |
| YTD | +11.1% | +48.1% | -37.0% | +4.6% |
| 1Y | +12.3% | +37.7% | -25.4% | +6.7% |
| 3Y | +83.3% | +60.3% | +23.0% | +69.1% |
| 5Y | +77.5% | +135.3% | -57.8% | +51.3% |
| 10Y | +528.3% | +73.3% | +454.9% | +390.9% |
| All | +1,481.8% | +3,386.7% | -1,904.9% | +833.1% |
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