+47.6%
ON vs RRX
+30.0%
+17.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.8% | +0.4% |
| 7D | -5.8% | +7.6% | -13.4% | -10.5% |
| 30D | -17.1% | +7.5% | -24.6% | -21.2% |
| 3M | -11.8% | -21.0% | +9.2% | +0.3% |
| 6M | -30.2% | -18.1% | -12.1% | -21.5% |
| YTD | +31.6% | +24.3% | +7.3% | +30.2% |
| 1Y | +47.6% | +29.3% | +18.3% | +45.5% |
| All | +47.6% | +30.0% | +17.5% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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