-30.2%
RIG vs ONON
-8.6%
-21.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.0% |
| 7D | -3.1% | -2.1% | -1.0% | -2.8% |
| 30D | -0.5% | -11.6% | +11.1% | +1.2% |
| 3M | -6.0% | -30.1% | +24.1% | -1.7% |
| 6M | -10.1% | -30.5% | +20.4% | -6.5% |
| YTD | +37.3% | -41.0% | +78.3% | +47.7% |
| 1Y | +73.9% | -36.7% | +110.6% | +84.0% |
| 3Y | -30.2% | -8.6% | -21.6% | -34.6% |
| All | -30.2% | -8.6% | -21.5% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 3y: compounded portfolio wealth divided by compounded ONON 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…
3y analysis · Full analysis span regression · 6 months rolling