-23.3%
ONON vs RNG
-67.7%
+44.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -3.5% | -4.1% | +0.6% | -2.3% |
| 30D | -30.8% | +8.6% | -39.4% | -32.6% |
| 3M | -29.8% | +78.0% | -107.8% | -42.1% |
| 6M | -34.8% | +67.0% | -101.9% | -46.5% |
| YTD | -42.3% | +142.4% | -184.7% | -59.5% |
| 1Y | -39.5% | +120.4% | -160.0% | -56.4% |
| 3Y | -9.3% | +122.1% | -131.4% | -39.5% |
| All | -23.3% | -67.7% | +44.4% | -5.3% |
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 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