+1,623.2%
ACN vs RRX
+1,065.5%
+557.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.7% | -4.3% |
| 7D | -4.8% | +4.3% | -9.1% | -6.1% |
| 30D | +1.9% | -8.0% | +9.9% | +4.4% |
| 3M | +3.9% | -22.0% | +25.9% | +9.3% |
| 6M | -15.0% | -11.9% | -3.1% | -16.4% |
| YTD | -31.9% | +17.1% | -49.0% | -40.1% |
| 1Y | -28.5% | +14.9% | -43.4% | -37.2% |
| 3Y | -41.9% | +6.9% | -48.8% | -50.9% |
| 5Y | -42.9% | +19.6% | -62.4% | -54.7% |
| 10Y | +88.7% | +215.9% | -127.2% | -1.1% |
| All | +1,623.2% | +1,065.5% | +557.7% | +355.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling