-22.1%
ONON vs RBA
+40.8%
-62.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -1.7% |
| 7D | -1.7% | -1.1% | -0.6% | -1.2% |
| 30D | -27.4% | -13.2% | -14.2% | -22.4% |
| 3M | -26.5% | -21.4% | -5.2% | -18.8% |
| 6M | -34.2% | -20.9% | -13.4% | -27.8% |
| YTD | -41.3% | -19.9% | -21.5% | -36.4% |
| 1Y | -39.7% | -28.7% | -11.0% | -31.0% |
| 3Y | -7.8% | +27.4% | -35.2% | -21.7% |
| All | -22.1% | +40.8% | -62.9% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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