-23.3%
ONON vs RRC
+125.9%
-149.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -5.3% | -1.2% | -4.2% | -5.1% |
| 30D | -13.1% | +3.0% | -16.1% | -13.7% |
| 3M | -29.3% | +7.3% | -36.6% | -30.5% |
| 6M | -34.5% | +3.6% | -38.1% | -35.6% |
| YTD | -42.2% | +19.4% | -61.6% | -45.1% |
| 1Y | -37.3% | +21.4% | -58.8% | -41.0% |
| 3Y | -9.3% | +32.8% | -42.0% | -17.0% |
| All | -23.3% | +125.9% | -149.2% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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