-43.5%
ACN vs RRX
+14.8%
-58.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.5% |
| 7D | -7.9% | -3.7% | -4.1% | -7.3% |
| 30D | -1.1% | -9.3% | +8.2% | +0.5% |
| 3M | +5.6% | -21.8% | +27.4% | +8.2% |
| 6M | -9.9% | -22.0% | +12.1% | -9.2% |
| YTD | -32.3% | +11.9% | -44.3% | -39.2% |
| 1Y | -25.3% | +11.6% | -36.9% | -33.3% |
| 3Y | -42.3% | +2.2% | -44.4% | -49.1% |
| 5Y | -43.5% | +14.9% | -58.3% | -53.7% |
| All | -43.5% | +14.8% | -58.2% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling