+591.8%
ON vs RRC
+4.5%
+587.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | -1.9% | -1.7% | -0.1% | -1.5% |
| 30D | -11.0% | +3.6% | -14.6% | -11.8% |
| 3M | -39.3% | +8.8% | -48.2% | -40.9% |
| 6M | +19.8% | +0.8% | +19.0% | +18.4% |
| YTD | +31.1% | +19.0% | +12.1% | +24.3% |
| 1Y | +46.0% | +22.9% | +23.1% | +36.9% |
| 3Y | -27.5% | +32.3% | -59.8% | -33.8% |
| 5Y | +56.9% | +151.6% | -94.7% | +20.3% |
| 10Y | +591.8% | +5.5% | +586.3% | +307.3% |
| All | +591.8% | +4.5% | +587.3% | +307.3% |
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