-20.0%
ONON vs RY
+144.9%
-164.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.6% |
| 7D | -3.0% | +3.1% | -6.1% | -6.0% |
| 30D | -26.7% | -0.3% | -26.4% | -26.5% |
| 3M | -25.3% | +8.7% | -34.0% | -31.8% |
| 6M | -35.3% | +28.5% | -63.8% | -50.3% |
| YTD | -39.8% | +25.1% | -64.9% | -52.5% |
| 1Y | -39.2% | +46.3% | -85.5% | -59.2% |
| 3Y | -4.2% | +154.9% | -159.2% | -66.0% |
| All | -20.0% | +144.9% | -164.9% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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