-14.2%
ONON vs RBRK
+124.5%
-138.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.6% |
| 7D | -2.1% | -7.5% | +5.4% | -0.6% |
| 30D | -11.6% | -10.4% | -1.2% | -10.1% |
| 3M | -30.1% | +21.3% | -51.4% | -33.5% |
| 6M | -30.5% | +50.6% | -81.1% | -37.6% |
| YTD | -41.0% | +13.3% | -54.3% | -43.9% |
| 1Y | -36.7% | +11.2% | -47.9% | -40.1% |
| All | -14.2% | +124.5% | -138.7% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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