+572.1%
ON vs RNG
+223.4%
+348.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.9% |
| 7D | -4.7% | -9.6% | +4.9% | -2.0% |
| 30D | -13.5% | +8.8% | -22.3% | -15.8% |
| 3M | -36.3% | +78.6% | -114.9% | -47.9% |
| 6M | +17.8% | +70.3% | -52.5% | -4.6% |
| YTD | +29.6% | +140.3% | -110.8% | -9.4% |
| 1Y | +45.8% | +126.6% | -80.8% | +3.6% |
| 3Y | -28.3% | +120.2% | -148.6% | -51.1% |
| 5Y | +49.6% | -68.3% | +118.0% | +65.9% |
| All | +572.1% | +223.4% | +348.7% | +173.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling