-24.0%
ON vs RRC
+33.1%
-57.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +2.4% | +1.3% | +1.1% | +2.1% |
| 30D | -3.3% | +10.1% | -13.4% | -5.7% |
| 3M | -43.6% | +4.0% | -47.6% | -44.3% |
| 6M | +19.0% | +1.6% | +17.4% | +17.2% |
| YTD | +37.4% | +19.7% | +17.7% | +26.6% |
| 1Y | +54.8% | +21.4% | +33.3% | +40.6% |
| All | -24.0% | +33.1% | -57.1% | -34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling