-7.8%
ONON vs RL
+211.8%
-219.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.4% | -1.9% |
| 7D | -1.7% | +1.9% | -3.5% | -2.9% |
| 30D | -27.4% | -12.2% | -15.2% | -20.8% |
| 3M | -26.5% | -6.6% | -19.9% | -23.2% |
| 6M | -34.2% | +3.2% | -37.4% | -36.0% |
| YTD | -41.3% | -1.3% | -40.0% | -41.4% |
| 1Y | -39.7% | +13.6% | -53.3% | -45.3% |
| 3Y | -7.8% | +210.9% | -218.7% | -56.8% |
| All | -7.8% | +211.8% | -219.7% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling