+163.8%
ON vs RL
+2,912.4%
-2,748.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +1.2% |
| 7D | -11.7% | -4.2% | -7.5% | -9.7% |
| 30D | -23.3% | +4.3% | -27.5% | -24.9% |
| 3M | -19.2% | -4.6% | -14.6% | -17.6% |
| 6M | -40.1% | +1.7% | -41.9% | -41.4% |
| YTD | +16.9% | +7.3% | +9.6% | +11.0% |
| 1Y | +29.7% | +20.8% | +8.9% | +15.9% |
| 3Y | -4.4% | +247.0% | -251.4% | -49.9% |
| 5Y | +7.1% | +225.5% | -218.4% | -42.3% |
| 10Y | +447.2% | +363.0% | +84.2% | +126.0% |
| All | +163.8% | +2,912.4% | -2,748.6% | -56.6% |
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