+188.0%
ON vs RRC
+5,118.9%
-4,930.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.3% | +8.9% | +9.1% |
| 7D | -1.4% | -10.3% | +8.9% | +1.4% |
| 30D | -10.9% | +19.5% | -30.3% | -15.1% |
| 3M | -14.9% | +27.9% | -42.8% | -20.4% |
| 6M | -33.0% | +21.2% | -54.2% | -37.0% |
| YTD | +27.6% | +39.6% | -11.9% | +14.9% |
| 1Y | +44.5% | +31.3% | +13.2% | +31.9% |
| 3Y | +7.4% | +51.9% | -44.5% | -6.8% |
| 5Y | +18.7% | +110.2% | -91.4% | -9.9% |
| 10Y | +516.0% | +56.7% | +459.3% | +299.1% |
| All | +188.0% | +5,118.9% | -4,930.9% | -1.3% |
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 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