+196.2%
ON vs RRX
+1,263.5%
-1,067.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -5.0% | -4.8% |
| 7D | -2.2% | +4.3% | -6.4% | -4.9% |
| 30D | -12.4% | -8.0% | -4.4% | -7.4% |
| 3M | -41.2% | -22.0% | -19.2% | -30.8% |
| 6M | +25.0% | -11.9% | +36.9% | +34.4% |
| YTD | +31.3% | +17.1% | +14.2% | +15.1% |
| 1Y | +45.4% | +14.9% | +30.5% | +27.8% |
| 3Y | -27.4% | +6.9% | -34.3% | -36.2% |
| 5Y | +58.5% | +19.6% | +38.9% | +29.8% |
| 10Y | +561.8% | +215.9% | +345.9% | +189.6% |
| All | +196.2% | +1,263.5% | -1,067.3% | -55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling