+26.6%
ONON vs RL
+250.5%
-223.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.8% | +2.4% |
| 7D | -10.0% | +2.6% | -12.6% | -11.6% |
| 30D | -5.3% | +2.9% | -8.2% | -7.4% |
| 3M | +6.5% | 0.0% | +6.5% | +5.9% |
| 6M | -5.0% | +17.1% | -22.1% | -15.0% |
| YTD | -27.6% | +10.1% | -37.8% | -33.0% |
| 1Y | -20.7% | +17.3% | -38.0% | -29.6% |
| 3Y | +26.6% | +249.3% | -222.7% | -44.0% |
| All | +26.6% | +250.5% | -223.9% | -44.0% |
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