+6.6%
ON vs RL
+250.5%
-243.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.5% | -2.9% |
| 7D | +12.2% | +2.6% | +9.7% | +10.6% |
| 30D | -3.1% | +2.9% | -6.1% | -4.6% |
| 3M | -12.9% | 0.0% | -12.9% | -13.0% |
| 6M | -38.6% | +17.1% | -55.7% | -45.0% |
| YTD | +31.2% | +10.1% | +21.1% | +21.0% |
| 1Y | +47.6% | +17.3% | +30.3% | +30.0% |
| 3Y | +6.6% | +249.3% | -242.7% | -58.7% |
| All | +6.6% | +250.5% | -243.9% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling