+55.3%
ON vs RRX
+15.2%
+40.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.7% | +4.8% | +6.2% |
| 7D | +2.4% | -0.3% | +2.7% | +2.6% |
| 30D | -8.6% | -6.1% | -2.5% | -4.8% |
| 3M | -34.3% | -23.1% | -11.3% | -22.5% |
| 6M | +28.5% | -19.5% | +48.1% | +46.4% |
| YTD | +40.6% | +16.1% | +24.5% | +33.7% |
| 1Y | +55.3% | +12.9% | +42.4% | +48.2% |
| All | +55.3% | +15.2% | +40.2% | +48.2% |
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