+47.6%
ON vs RL
+34.3%
+13.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.5% | -6.4% | -3.7% |
| 7D | -5.8% | +5.8% | -11.6% | -8.0% |
| 30D | -17.1% | +12.7% | -29.8% | -21.2% |
| 3M | -11.8% | +9.3% | -21.2% | -15.3% |
| 6M | -30.2% | +16.9% | -47.1% | -34.2% |
| YTD | +31.6% | +17.5% | +14.1% | +21.0% |
| 1Y | +47.6% | +34.6% | +12.9% | +25.3% |
| All | +47.6% | +34.3% | +13.2% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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