-8.6%
ONON vs RSG
+57.7%
-66.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -11.6% | +4.0% | -15.6% | -12.0% |
| 3M | -30.1% | +7.4% | -37.5% | -30.5% |
| 6M | -30.5% | +0.1% | -30.6% | -30.4% |
| YTD | -41.0% | +6.0% | -47.0% | -41.6% |
| 1Y | -36.7% | -3.0% | -33.7% | -36.5% |
| 3Y | -8.6% | +56.5% | -65.1% | -3.7% |
| All | -8.6% | +57.7% | -66.3% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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