+358.0%
ALL vs RNG
+223.4%
+134.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -4.3% | -9.6% | +5.3% | -3.7% |
| 30D | -3.6% | +8.8% | -12.4% | -4.2% |
| 3M | +13.2% | +78.6% | -65.4% | +8.7% |
| 6M | +22.5% | +70.3% | -47.8% | +17.5% |
| YTD | +22.7% | +140.3% | -117.6% | +14.6% |
| 1Y | +28.3% | +126.6% | -98.3% | +20.0% |
| 3Y | +152.0% | +120.2% | +31.8% | +131.9% |
| 5Y | +115.4% | -68.3% | +183.7% | +120.4% |
| All | +358.0% | +223.4% | +134.6% | +262.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling