-22.1%
ONON vs RRC
+125.9%
-148.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | -1.7% | -1.2% | -0.5% | -1.4% |
| 30D | -27.4% | +9.4% | -36.8% | -28.7% |
| 3M | -26.5% | +7.4% | -33.9% | -27.8% |
| 6M | -34.2% | +1.5% | -35.7% | -35.0% |
| YTD | -41.3% | +19.4% | -60.7% | -44.2% |
| 1Y | -39.7% | +24.2% | -63.9% | -43.5% |
| 3Y | -7.8% | +32.8% | -40.6% | -15.7% |
| All | -22.1% | +125.9% | -148.0% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling