+7.8%
ON vs RL
+226.8%
-219.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +1.4% |
| 7D | -11.7% | -4.2% | -7.5% | -9.0% |
| 30D | -23.3% | +4.3% | -27.5% | -25.4% |
| 3M | -19.2% | -4.6% | -14.6% | -17.0% |
| 6M | -40.1% | +1.7% | -41.9% | -41.9% |
| YTD | +16.9% | +7.3% | +9.6% | +8.3% |
| 1Y | +29.7% | +20.8% | +8.9% | +9.9% |
| 3Y | -4.4% | +247.0% | -251.4% | -64.3% |
| All | +7.8% | +226.8% | -219.0% | -60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling