+114.8%
ALL vs RNG
-70.8%
+185.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +2.0% | -2.1% |
| 7D | -1.7% | -0.8% | -0.9% | -1.7% |
| 30D | -4.7% | +11.4% | -16.1% | -5.3% |
| 3M | +18.4% | +72.1% | -53.7% | +14.7% |
| 6M | +20.5% | +67.9% | -47.4% | +16.5% |
| YTD | +23.5% | +144.3% | -120.8% | +16.9% |
| 1Y | +29.0% | +117.5% | -88.5% | +22.6% |
| 3Y | +153.7% | +123.9% | +29.8% | +136.8% |
| 5Y | +114.8% | -70.1% | +184.9% | +105.1% |
| All | +114.8% | -70.8% | +185.6% | +105.1% |
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 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