+47.6%
ON vs RL
+15.3%
+32.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.5% | -3.1% |
| 7D | +12.2% | +2.6% | +9.7% | +10.9% |
| 30D | -3.1% | +2.9% | -6.1% | -3.9% |
| 3M | -12.9% | 0.0% | -12.9% | -12.5% |
| 6M | -38.6% | +17.1% | -55.7% | -42.2% |
| YTD | +31.2% | +10.1% | +21.1% | +24.6% |
| 1Y | +47.6% | +17.3% | +30.3% | +37.4% |
| All | +47.6% | +15.3% | +32.4% | +37.4% |
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 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