-23.3%
ONON vs RJF
+111.5%
-134.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.1% |
| 7D | -3.5% | -0.3% | -3.2% | -3.3% |
| 30D | -30.8% | -2.0% | -28.8% | -29.8% |
| 3M | -29.8% | +16.3% | -46.2% | -37.4% |
| 6M | -34.8% | +16.9% | -51.7% | -42.2% |
| YTD | -42.3% | +10.4% | -52.7% | -47.1% |
| 1Y | -39.5% | +7.4% | -46.9% | -43.6% |
| 3Y | -9.3% | +72.2% | -81.5% | -43.0% |
| All | -23.3% | +111.5% | -134.8% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling