+314.7%
A vs RNG
+234.5%
+80.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -0.5% | +4.6% | -5.1% | -1.2% |
| 30D | 0.0% | +0.4% | -0.4% | -0.2% |
| 3M | +16.7% | +11.4% | +5.3% | +14.1% |
| 6M | +54.8% | +95.7% | -40.9% | +35.6% |
| YTD | +28.8% | +162.9% | -134.1% | +4.1% |
| 1Y | +19.3% | +180.3% | -160.9% | -4.9% |
| 3Y | +65.5% | +188.3% | -122.8% | +26.6% |
| 5Y | +12.1% | -72.5% | +84.6% | +25.3% |
| All | +314.7% | +234.5% | +80.2% | +137.8% |
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