+2,029.9%
AAPL vs RNG
+309.1%
+1,720.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | -0.4% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | +1.0% | +11.4% | -10.4% | -1.1% |
| 3M | +5.0% | +72.1% | -67.1% | -6.1% |
| 6M | +23.0% | +67.9% | -44.9% | +9.3% |
| YTD | +16.6% | +144.3% | -127.7% | -5.5% |
| 1Y | +33.4% | +117.5% | -84.1% | +10.2% |
| 3Y | +79.9% | +123.9% | -44.0% | +42.0% |
| 5Y | +109.0% | -70.1% | +179.1% | +124.3% |
| 10Y | +1,210.4% | +215.9% | +994.6% | +830.2% |
| All | +2,029.9% | +309.1% | +1,720.9% | +1,382.6% |
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