+1,008.4%
ASX vs RNG
+236.7%
+771.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.2% |
| 7D | +22.1% | +2.3% | +19.8% | +21.7% |
| 30D | -23.8% | -3.4% | -20.4% | -23.2% |
| 3M | -7.6% | +20.9% | -28.5% | -10.3% |
| 6M | +6.9% | +82.2% | -75.3% | -4.6% |
| YTD | +127.7% | +164.6% | -37.0% | +85.7% |
| 1Y | +144.5% | +177.0% | -32.5% | +97.6% |
| 3Y | +377.8% | +177.4% | +200.4% | +273.1% |
| 5Y | +498.2% | -72.3% | +570.6% | +525.0% |
| All | +1,008.4% | +236.7% | +771.7% | +737.9% |
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