+171.3%
ONTO vs RNG
+121.6%
+49.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.4% | +9.2% | +4.3% |
| 7D | +9.7% | -0.8% | +10.5% | +9.6% |
| 30D | -8.8% | +11.4% | -20.2% | -7.4% |
| 3M | +4.5% | +72.1% | -67.6% | +12.6% |
| 6M | +56.4% | +67.9% | -11.5% | +69.6% |
| YTD | +78.1% | +144.3% | -66.3% | +93.2% |
| 1Y | +171.3% | +117.5% | +53.7% | +196.9% |
| All | +171.3% | +121.6% | +49.7% | +196.9% |
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