+46.0%
ON vs RRC
+23.3%
+22.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.2% |
| 7D | -1.9% | -1.7% | -0.1% | -2.1% |
| 30D | -11.0% | +3.6% | -14.6% | -10.5% |
| 3M | -39.3% | +8.8% | -48.2% | -38.1% |
| 6M | +19.8% | +0.8% | +19.0% | +21.3% |
| YTD | +31.1% | +19.0% | +12.1% | +29.6% |
| 1Y | +46.0% | +22.9% | +23.1% | +51.9% |
| All | +46.0% | +23.3% | +22.7% | +51.9% |
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