+591.1%
ALL vs RNG
+340.1%
+250.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.4% |
| 7D | +5.0% | +4.6% | +0.4% | +4.7% |
| 30D | +13.3% | +0.4% | +12.9% | +13.2% |
| 3M | +3.2% | +11.4% | -8.2% | +2.2% |
| 6M | +25.3% | +95.7% | -70.3% | +18.8% |
| YTD | +30.5% | +162.9% | -132.4% | +20.1% |
| 1Y | +29.2% | +180.3% | -151.1% | +18.4% |
| 3Y | +119.1% | +188.3% | -69.2% | +96.4% |
| 5Y | +162.6% | -72.5% | +235.1% | +173.3% |
| 10Y | +378.8% | +236.7% | +142.1% | +269.6% |
| All | +591.1% | +340.1% | +250.9% | +418.6% |
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