+992.0%
ASX vs RNG
+215.2%
+776.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.7% |
| 7D | +11.1% | -4.1% | +15.2% | +11.7% |
| 30D | +9.6% | +8.6% | +1.0% | +8.0% |
| 3M | +18.6% | +78.0% | -59.3% | +6.5% |
| 6M | +92.1% | +67.0% | +25.1% | +72.6% |
| YTD | +158.5% | +142.4% | +16.0% | +113.5% |
| 1Y | +271.9% | +120.4% | +151.4% | +211.6% |
| 3Y | +465.2% | +122.1% | +343.1% | +357.0% |
| 5Y | +479.4% | -69.8% | +549.3% | +494.5% |
| 10Y | +992.0% | +223.4% | +768.6% | +717.2% |
| All | +992.0% | +215.2% | +776.7% | +717.2% |
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