+423.1%
ONTO vs RL
+373.9%
+49.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.5% | -13.2% | -11.1% |
| 7D | -17.4% | +5.8% | -23.1% | -20.1% |
| 30D | -43.2% | +12.7% | -55.9% | -47.1% |
| 3M | -35.7% | +9.3% | -45.1% | -39.7% |
| 6M | -38.3% | +16.9% | -55.2% | -44.7% |
| YTD | +17.1% | +17.5% | -0.4% | +4.8% |
| 1Y | +43.1% | +34.6% | +8.5% | +18.3% |
| 3Y | +55.4% | +273.2% | -217.8% | -25.1% |
| 5Y | +111.2% | +265.2% | -154.0% | +0.5% |
| All | +423.1% | +373.9% | +49.2% | +115.6% |
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