+3,847.4%
ANET vs RNG
+222.9%
+3,624.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.2% | +5.8% | +5.7% |
| 7D | +3.0% | -6.1% | +9.1% | +4.6% |
| 30D | -5.2% | +9.6% | -14.8% | -7.7% |
| 3M | +27.6% | +83.3% | -55.7% | +6.6% |
| 6M | +44.4% | +77.9% | -33.6% | +20.1% |
| YTD | +52.3% | +139.9% | -87.6% | +12.9% |
| 1Y | +30.4% | +121.7% | -91.2% | -1.7% |
| 3Y | +313.3% | +121.9% | +191.4% | +197.4% |
| 5Y | +810.0% | -68.4% | +878.4% | +933.2% |
| All | +3,847.4% | +222.9% | +3,624.5% | +1,528.6% |
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 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