-27.5%
ON vs RNG
+122.1%
-149.5%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | 0.0% |
| 7D | -1.9% | -4.1% | +2.2% | -1.2% |
| 30D | -11.0% | +8.6% | -19.7% | -12.4% |
| 3M | -39.3% | +78.0% | -117.3% | -46.4% |
| 6M | +19.8% | +67.0% | -47.2% | +5.4% |
| YTD | +31.1% | +142.4% | -111.3% | -0.9% |
| 1Y | +46.0% | +120.4% | -74.5% | +13.7% |
| All | -27.5% | +122.1% | -149.5% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling