+18.5%
ONDS vs RNG
-79.2%
+97.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -4.1% |
| 7D | -4.2% | -4.1% | -0.2% | -2.9% |
| 30D | -21.7% | +8.6% | -30.3% | -24.5% |
| 3M | -24.5% | +78.0% | -102.4% | -41.3% |
| 6M | -25.0% | +67.0% | -92.0% | -41.3% |
| YTD | -25.3% | +142.4% | -167.7% | -53.4% |
| 1Y | +33.8% | +120.4% | -86.7% | -13.4% |
| 3Y | +699.3% | +122.1% | +577.2% | +379.9% |
| 5Y | -5.2% | -69.8% | +64.6% | +30.6% |
| All | +18.5% | -79.2% | +97.8% | +88.9% |
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