+209.9%
ON vs RRC
+4,376.3%
-4,166.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 3M | -43.6% | +4.0% | -47.6% | -44.5% |
| 6M | +19.0% | +1.6% | +17.4% | +17.0% |
| YTD | +37.4% | +19.7% | +17.7% | +29.0% |
| 1Y | +54.8% | +21.4% | +33.3% | +44.2% |
| 3Y | -25.2% | +29.7% | -54.8% | -32.3% |
| 5Y | +62.7% | +153.9% | -91.1% | +17.1% |
| 10Y | +574.3% | +10.8% | +563.5% | +378.2% |
| All | +209.9% | +4,376.3% | -4,166.4% | +10.9% |
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 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