-20.0%
ONON vs RL
+249.0%
-269.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.0% | -3.3% | -2.8% |
| 7D | -3.0% | -0.8% | -2.2% | -2.5% |
| 30D | -26.7% | -7.8% | -18.9% | -22.1% |
| 3M | -25.3% | -4.0% | -21.3% | -23.2% |
| 6M | -35.3% | -1.9% | -33.4% | -35.2% |
| YTD | -39.8% | -0.2% | -39.6% | -40.7% |
| 1Y | -39.2% | +10.7% | -49.9% | -45.1% |
| 3Y | -4.2% | +210.8% | -215.0% | -63.8% |
| All | -20.0% | +249.0% | -269.1% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling