-23.3%
ONON vs RL
+234.6%
-257.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -5.3% | -2.2% | -3.1% | -3.8% |
| 30D | -13.1% | -15.3% | +2.2% | -1.9% |
| 3M | -29.3% | -10.3% | -19.0% | -23.5% |
| 6M | -34.5% | -2.2% | -32.3% | -34.3% |
| YTD | -42.2% | -4.3% | -37.9% | -41.4% |
| 1Y | -37.3% | +8.9% | -46.2% | -42.7% |
| 3Y | -9.3% | +201.4% | -210.7% | -65.0% |
| All | -23.3% | +234.6% | -257.9% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling