+921.7%
ON vs RNG
+327.7%
+594.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +2.1% |
| 7D | +2.4% | +5.8% | -3.3% | +0.8% |
| 30D | -3.3% | +19.6% | -22.9% | -8.4% |
| 3M | -43.6% | +67.0% | -110.6% | -52.9% |
| 6M | +19.0% | +88.4% | -69.4% | -6.8% |
| YTD | +37.4% | +155.5% | -118.1% | -5.4% |
| 1Y | +54.8% | +141.7% | -86.9% | +8.1% |
| 3Y | -25.2% | +131.1% | -156.3% | -49.5% |
| 5Y | +62.7% | -70.6% | +133.3% | +84.1% |
| 10Y | +574.3% | +228.2% | +346.1% | +209.1% |
| All | +921.7% | +327.7% | +594.0% | +314.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling