-23.3%
ONON vs RL
+233.5%
-256.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.8% | +0.9% |
| 7D | -3.5% | -0.3% | -3.2% | -3.3% |
| 30D | -30.8% | -17.5% | -13.3% | -20.1% |
| 3M | -29.8% | -14.0% | -15.8% | -21.7% |
| 6M | -34.8% | -2.0% | -32.9% | -34.7% |
| YTD | -42.3% | -4.6% | -37.7% | -41.3% |
| 1Y | -39.5% | +9.5% | -49.0% | -45.0% |
| 3Y | -9.3% | +200.5% | -209.8% | -64.9% |
| All | -23.3% | +233.5% | -256.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling