+157.4%
ALL vs RNG
-74.0%
+231.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.3% |
| 7D | -2.6% | -3.5% | +0.9% | -2.4% |
| 30D | +12.7% | -3.8% | +16.5% | +12.8% |
| 3M | +0.4% | +18.6% | -18.2% | -0.8% |
| 6M | +23.8% | +69.2% | -45.4% | +19.4% |
| YTD | +27.8% | +161.9% | -134.1% | +19.8% |
| 1Y | +28.9% | +176.2% | -147.3% | +20.4% |
| 3Y | +113.9% | +174.5% | -60.7% | +96.1% |
| 5Y | +157.4% | -71.9% | +229.3% | +160.4% |
| All | +157.4% | -74.0% | +231.3% | +160.4% |
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