+45.4%
ON vs RL
+11.4%
+34.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -3.9% |
| 7D | -2.2% | +1.9% | -4.0% | -3.0% |
| 30D | -12.4% | -12.2% | -0.2% | -6.7% |
| 3M | -41.2% | -6.6% | -34.6% | -39.2% |
| 6M | +25.0% | +3.2% | +21.8% | +20.8% |
| YTD | +31.3% | -1.3% | +32.6% | +29.1% |
| 1Y | +45.4% | +13.6% | +31.8% | +26.8% |
| All | +45.4% | +11.4% | +34.0% | +26.8% |
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