+49.6%
ON vs RSG
+89.5%
-39.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -4.7% | -1.8% | -2.9% | -4.4% |
| 30D | -13.5% | +2.8% | -16.3% | -14.0% |
| 3M | -36.3% | +4.3% | -40.6% | -37.3% |
| 6M | +17.8% | -0.5% | +18.3% | +17.4% |
| YTD | +29.6% | +5.2% | +24.4% | +26.2% |
| 1Y | +45.8% | -2.1% | +47.9% | +45.9% |
| 3Y | -28.3% | +56.5% | -84.8% | -45.9% |
| 5Y | +49.6% | +89.5% | -39.9% | -1.7% |
| All | +49.6% | +89.5% | -39.9% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling