-8.6%
ONON vs RNG
+119.8%
-128.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | -2.1% | -6.1% | +4.0% | -0.9% |
| 30D | -11.6% | +9.6% | -21.2% | -13.3% |
| 3M | -30.1% | +83.3% | -113.4% | -38.3% |
| 6M | -30.5% | +77.9% | -108.4% | -39.4% |
| YTD | -41.0% | +139.9% | -181.0% | -53.1% |
| 1Y | -36.7% | +121.7% | -158.4% | -48.8% |
| 3Y | -8.6% | +121.9% | -130.5% | -30.8% |
| All | -8.6% | +119.8% | -128.4% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling