-21.7%
ONON vs RIO
+93.5%
-115.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | -2.1% | -3.2% | +1.1% | -0.9% |
| 30D | -11.6% | +0.9% | -12.5% | -12.2% |
| 3M | -30.1% | -1.4% | -28.7% | -30.0% |
| 6M | -30.5% | +10.9% | -41.4% | -34.1% |
| YTD | -41.0% | +31.2% | -72.2% | -48.2% |
| 1Y | -36.7% | +67.9% | -104.6% | -50.0% |
| 3Y | -8.6% | +88.8% | -97.4% | -32.6% |
| All | -21.7% | +93.5% | -115.1% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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