+361.3%
ALL vs RNG
+226.3%
+135.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -2.2% | -4.1% | +1.8% | -2.0% |
| 30D | -5.6% | +8.6% | -14.2% | -6.1% |
| 3M | +17.2% | +78.0% | -60.7% | +12.5% |
| 6M | +23.2% | +67.0% | -43.8% | +18.4% |
| YTD | +23.6% | +142.4% | -118.8% | +15.3% |
| 1Y | +29.2% | +120.4% | -91.3% | +21.0% |
| 3Y | +153.8% | +122.1% | +31.7% | +133.4% |
| 5Y | +116.1% | -69.8% | +185.9% | +122.0% |
| All | +361.3% | +226.3% | +135.0% | +265.1% |
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