+238.4%
A vs RNG
+223.4%
+14.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.0% |
| 7D | -4.6% | -9.6% | +5.0% | -2.9% |
| 30D | -4.3% | +8.8% | -13.1% | -5.8% |
| 3M | +8.9% | +78.6% | -69.7% | -2.4% |
| 6M | +24.5% | +70.3% | -45.8% | +11.3% |
| YTD | +5.8% | +140.3% | -134.5% | -12.9% |
| 1Y | +16.2% | +126.6% | -110.4% | -3.7% |
| 3Y | +28.5% | +120.2% | -91.8% | +3.2% |
| 5Y | -16.3% | -68.3% | +52.0% | -9.8% |
| All | +238.4% | +223.4% | +14.9% | +98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling