+354.3%
A vs RNG
+327.7%
+26.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +1.3% |
| 7D | -1.9% | +5.8% | -7.7% | -2.9% |
| 30D | +6.9% | +19.6% | -12.7% | +3.5% |
| 3M | +9.2% | +67.0% | -57.8% | -1.2% |
| 6M | +25.7% | +88.4% | -62.7% | +10.1% |
| YTD | +11.5% | +155.5% | -143.9% | -9.3% |
| 1Y | +18.4% | +141.7% | -123.3% | -3.2% |
| 3Y | +26.6% | +131.1% | -104.5% | +0.8% |
| 5Y | -12.8% | -70.6% | +57.8% | -5.3% |
| 10Y | +247.2% | +228.2% | +19.0% | +114.1% |
| All | +354.3% | +327.7% | +26.6% | +163.9% |
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 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