+163.8%
ON vs RRC
+5,105.0%
-4,941.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.2% |
| 7D | -11.7% | -10.8% | -0.8% | -9.0% |
| 30D | -23.3% | +22.3% | -45.6% | -27.4% |
| 3M | -19.2% | +26.6% | -45.8% | -24.3% |
| 6M | -40.1% | +18.9% | -59.1% | -43.4% |
| YTD | +16.9% | +39.2% | -22.3% | +5.3% |
| 1Y | +29.7% | +34.0% | -4.2% | +17.7% |
| 3Y | -4.4% | +42.0% | -46.4% | -15.6% |
| 5Y | +7.1% | +111.9% | -104.8% | -19.0% |
| 10Y | +447.2% | +62.8% | +384.4% | +250.3% |
| All | +163.8% | +5,105.0% | -4,941.2% | -9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling