+629.3%
ON vs RSG
+428.9%
+200.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.8% | +7.8% | +8.1% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | -8.6% | +4.0% | -12.6% | -10.7% |
| 3M | -34.3% | +7.4% | -41.7% | -38.0% |
| 6M | +28.5% | +0.1% | +28.4% | +25.5% |
| YTD | +40.6% | +6.0% | +34.6% | +31.8% |
| 1Y | +55.3% | -3.0% | +58.3% | +53.6% |
| 3Y | -22.2% | +56.5% | -78.7% | -48.2% |
| 5Y | +62.4% | +90.9% | -28.5% | -10.0% |
| All | +629.3% | +428.9% | +200.4% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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