+390.5%
ONTO vs RNG
-56.1%
+446.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | -2.9% | +14.0% | +11.7% |
| 7D | -14.0% | -11.3% | -2.7% | -11.9% |
| 30D | -43.1% | -5.7% | -37.4% | -42.3% |
| 3M | -35.5% | +16.8% | -52.3% | -37.8% |
| 6M | -41.1% | +58.5% | -99.5% | -48.0% |
| YTD | +9.8% | +151.3% | -141.5% | -17.0% |
| 1Y | +31.5% | +169.0% | -137.5% | -2.4% |
| 3Y | +45.2% | +156.9% | -111.8% | +2.9% |
| 5Y | +86.7% | -69.0% | +155.7% | +103.9% |
| All | +390.5% | -56.1% | +446.6% | +376.7% |
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