+209.9%
ON vs RL
+2,701.5%
-2,491.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | 0.0% |
| 7D | +2.4% | -0.8% | +3.2% | +2.8% |
| 30D | -3.3% | -7.8% | +4.5% | +0.4% |
| 3M | -43.6% | -4.0% | -39.6% | -42.6% |
| 6M | +19.0% | -1.9% | +20.8% | +18.7% |
| YTD | +37.4% | -0.2% | +37.5% | +35.4% |
| 1Y | +54.8% | +10.7% | +44.1% | +44.8% |
| 3Y | -25.2% | +210.8% | -235.9% | -58.7% |
| 5Y | +62.7% | +238.2% | -175.5% | -14.2% |
| 10Y | +574.3% | +313.4% | +261.0% | +194.6% |
| All | +209.9% | +2,701.5% | -2,491.6% | -47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling