+99.7%
ONTO vs RNG
+135.4%
-35.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.9% | +10.0% | +6.4% |
| 7D | -1.0% | +5.8% | -6.8% | -1.4% |
| 30D | -2.9% | +19.6% | -22.5% | -4.0% |
| 3M | -2.5% | +67.0% | -69.5% | -6.1% |
| 6M | +28.2% | +88.4% | -60.2% | +20.4% |
| YTD | +69.8% | +155.5% | -85.7% | +48.5% |
| 1Y | +162.9% | +141.7% | +21.2% | +131.8% |
| All | +99.7% | +135.4% | -35.6% | +69.5% |
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