+55.3%
ON vs RNG
+128.1%
-72.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.5% |
| 7D | +2.4% | -6.1% | +8.5% | +2.1% |
| 30D | -8.6% | +9.6% | -18.2% | -8.1% |
| 3M | -34.3% | +83.3% | -117.7% | -32.6% |
| 6M | +28.5% | +77.9% | -49.4% | +30.4% |
| YTD | +40.6% | +139.9% | -99.3% | +32.0% |
| 1Y | +55.3% | +121.7% | -66.3% | +47.0% |
| All | +55.3% | +128.1% | -72.8% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling