+629.3%
ON vs RRX
+228.4%
+400.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.7% | +4.8% | +5.7% |
| 7D | +2.4% | -0.3% | +2.7% | +2.7% |
| 30D | -8.6% | -6.1% | -2.5% | -4.1% |
| 3M | -34.3% | -23.1% | -11.3% | -20.5% |
| 6M | +28.5% | -19.5% | +48.1% | +48.6% |
| YTD | +40.6% | +16.1% | +24.5% | +20.9% |
| 1Y | +55.3% | +12.9% | +42.4% | +34.5% |
| 3Y | -22.2% | +7.9% | -30.1% | -34.9% |
| 5Y | +62.4% | +19.1% | +43.3% | +23.7% |
| All | +629.3% | +228.4% | +400.9% | +186.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling