-3.3%
ONDS vs RNG
-68.3%
+65.0%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.3% |
| 7D | -5.0% | -9.6% | +4.6% | -1.7% |
| 30D | -25.6% | +8.8% | -34.4% | -28.2% |
| 3M | -22.1% | +78.6% | -100.7% | -39.2% |
| 6M | -27.6% | +70.3% | -97.9% | -43.3% |
| YTD | -25.7% | +140.3% | -166.1% | -53.1% |
| 1Y | +30.4% | +126.6% | -96.2% | -15.9% |
| 3Y | +695.0% | +120.2% | +574.7% | +383.0% |
| All | -3.3% | -68.3% | +65.0% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling