+53.8%
RSP vs ONON
-20.9%
+74.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | -0.8% | -3.0% | +2.2% | -0.3% |
| 30D | -0.3% | -26.7% | +26.4% | +3.7% |
| 3M | +4.3% | -25.3% | +29.6% | +8.0% |
| 6M | +8.8% | -35.3% | +44.1% | +14.6% |
| YTD | +15.3% | -39.8% | +55.0% | +22.4% |
| 1Y | +18.3% | -39.2% | +57.5% | +25.0% |
| 3Y | +52.8% | -4.2% | +57.0% | +46.8% |
| All | +53.8% | -20.9% | +74.8% | +39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling