+406.2%
ASX vs RNG
+130.4%
+275.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.5% |
| 7D | -0.7% | +5.8% | -6.5% | -1.2% |
| 30D | +2.0% | +19.6% | -17.6% | +0.3% |
| 3M | -1.3% | +67.0% | -68.4% | -6.5% |
| 6M | +71.4% | +88.4% | -16.9% | +57.7% |
| YTD | +135.3% | +155.5% | -20.2% | +101.8% |
| 1Y | +267.5% | +141.7% | +125.8% | +217.7% |
| All | +406.2% | +130.4% | +275.9% | +328.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling