+47.6%
ON vs RRC
+44.7%
+2.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.7% | -2.1% |
| 7D | -5.8% | -6.8% | +1.0% | -6.3% |
| 30D | -17.1% | +34.7% | -51.8% | -13.1% |
| 3M | -11.8% | +31.5% | -43.3% | -7.6% |
| 6M | -30.2% | +21.8% | -52.0% | -26.5% |
| YTD | +31.6% | +48.9% | -17.3% | +38.2% |
| 1Y | +47.6% | +42.1% | +5.5% | +54.9% |
| All | +47.6% | +44.7% | +2.9% | +54.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling