-43.0%
ACN vs RRX
+3.6%
-46.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.7% |
| 7D | -6.3% | -0.7% | -5.6% | -6.3% |
| 30D | -1.4% | -8.0% | +6.6% | -1.0% |
| 3M | +2.6% | -25.1% | +27.6% | +3.5% |
| 6M | -14.3% | -18.3% | +4.0% | -15.2% |
| YTD | -33.1% | +14.2% | -47.3% | -38.0% |
| 1Y | -28.8% | +13.0% | -41.8% | -34.1% |
| All | -43.0% | +3.6% | -46.6% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling