+535.7%
ON vs RL
+369.1%
+166.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -4.1% | +1.3% | -5.4% | -4.6% |
| 30D | -10.2% | +7.6% | -17.8% | -13.6% |
| 3M | -12.7% | -1.5% | -11.2% | -12.2% |
| 6M | -32.5% | +12.1% | -44.6% | -37.6% |
| YTD | +28.6% | +13.9% | +14.6% | +17.4% |
| 1Y | +43.4% | +20.7% | +22.8% | +26.6% |
| 3Y | +3.3% | +260.6% | -257.2% | -50.9% |
| 5Y | +22.5% | +248.9% | -226.3% | -41.7% |
| 10Y | +535.7% | +355.9% | +179.8% | +171.7% |
| All | +535.7% | +369.1% | +166.6% | +171.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling