+516.0%
ON vs RL
+397.7%
+118.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.8% | +3.3% | +5.9% |
| 7D | -1.4% | +0.2% | -1.7% | -1.3% |
| 30D | -10.9% | +7.3% | -18.2% | -14.1% |
| 3M | -14.9% | +1.0% | -15.9% | -15.6% |
| 6M | -33.0% | +11.8% | -44.8% | -37.9% |
| YTD | +27.6% | +13.6% | +14.0% | +16.8% |
| 1Y | +44.5% | +24.0% | +20.4% | +25.6% |
| 3Y | +7.4% | +256.6% | -249.2% | -48.6% |
| 5Y | +18.7% | +240.2% | -221.5% | -42.7% |
| 10Y | +516.0% | +373.0% | +143.0% | +153.4% |
| All | +516.0% | +397.7% | +118.3% | +153.4% |
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