+196.2%
ON vs RSG
+3,696.5%
-3,500.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -4.0% | -4.2% |
| 7D | -2.2% | -0.7% | -1.4% | -1.8% |
| 30D | -12.4% | +3.3% | -15.7% | -14.1% |
| 3M | -41.2% | +8.5% | -49.7% | -44.8% |
| 6M | +25.0% | -3.5% | +28.5% | +24.3% |
| YTD | +31.3% | +5.5% | +25.8% | +23.9% |
| 1Y | +45.4% | -1.7% | +47.1% | +42.2% |
| 3Y | -27.4% | +56.9% | -84.3% | -47.3% |
| 5Y | +58.5% | +89.4% | -30.9% | +2.3% |
| 10Y | +561.8% | +412.5% | +149.3% | +147.2% |
| All | +196.2% | +3,696.5% | -3,500.3% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling