+143.7%
AR vs RNG
-70.2%
+213.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -1.2% | -4.1% | +2.9% | -0.9% |
| 30D | +5.5% | +8.6% | -3.1% | +4.7% |
| 3M | +12.9% | +78.0% | -65.1% | +6.8% |
| 6M | +0.1% | +67.0% | -67.0% | -5.2% |
| YTD | +13.5% | +142.4% | -128.9% | +3.1% |
| 1Y | +21.6% | +120.4% | -98.9% | +11.2% |
| 3Y | +46.0% | +122.1% | -76.2% | +30.2% |
| 5Y | +143.7% | -69.8% | +213.6% | +112.4% |
| All | +143.7% | -70.2% | +213.9% | +112.4% |
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