-39.2%
ONON vs RNG
+144.7%
-183.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | -0.9% |
| 7D | -3.0% | +5.8% | -8.8% | -3.6% |
| 30D | -26.7% | +19.6% | -46.3% | -28.2% |
| 3M | -25.3% | +67.0% | -92.3% | -29.4% |
| 6M | -35.3% | +88.4% | -123.6% | -40.3% |
| YTD | -39.8% | +155.5% | -195.3% | -47.8% |
| 1Y | -39.2% | +141.7% | -180.9% | -46.9% |
| All | -39.2% | +144.7% | -183.9% | -46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling