-8.6%
ONON vs RJF
+69.0%
-77.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -2.1% | -2.7% | +0.6% | -0.4% |
| 30D | -11.6% | -4.3% | -7.3% | -9.3% |
| 3M | -30.1% | +15.7% | -45.8% | -36.1% |
| 6M | -30.5% | +17.8% | -48.3% | -37.3% |
| YTD | -41.0% | +9.2% | -50.2% | -44.8% |
| 1Y | -36.7% | +2.8% | -39.5% | -38.6% |
| 3Y | -8.6% | +69.5% | -78.1% | -34.7% |
| All | -8.6% | +69.0% | -77.6% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 3y: compounded portfolio wealth divided by compounded RJF 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…
3y analysis · Full analysis span regression · 6 months rolling