+196.7%
TECH vs RRC
+63.1%
+133.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +0.2% | -10.3% | +10.5% | +1.2% |
| 30D | +0.5% | +19.5% | -19.0% | -1.3% |
| 3M | +0.9% | +27.9% | -27.1% | -1.7% |
| 6M | +51.0% | +21.2% | +29.9% | +47.7% |
| YTD | +24.4% | +39.6% | -15.2% | +19.8% |
| 1Y | +27.6% | +31.3% | -3.7% | +23.6% |
| 3Y | +29.9% | +51.9% | -22.0% | +23.3% |
| 5Y | -40.6% | +110.2% | -150.8% | -46.0% |
| 10Y | +196.7% | +56.7% | +140.1% | +159.0% |
| All | +196.7% | +63.1% | +133.7% | +159.0% |
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