-15.4%
A vs RNG
-70.2%
+54.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -4.4% | -4.1% | -0.3% | -3.8% |
| 30D | -2.7% | +8.6% | -11.3% | -4.0% |
| 3M | +7.0% | +78.0% | -70.9% | -2.7% |
| 6M | +24.6% | +67.0% | -42.4% | +13.3% |
| YTD | +7.0% | +142.4% | -135.4% | -10.1% |
| 1Y | +15.6% | +120.4% | -104.9% | -1.7% |
| 3Y | +29.9% | +122.1% | -92.2% | +6.7% |
| 5Y | -15.4% | -69.8% | +54.5% | -12.9% |
| All | -15.4% | -70.2% | +54.8% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling