+459.6%
ASX vs RNG
-70.0%
+529.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.4% | +10.4% | +6.7% |
| 7D | +6.3% | -0.8% | +7.1% | +6.3% |
| 30D | +6.4% | +11.4% | -5.0% | +4.4% |
| 3M | +13.1% | +72.1% | -58.9% | +1.9% |
| 6M | +90.3% | +67.9% | +22.4% | +70.1% |
| YTD | +149.6% | +144.3% | +5.3% | +103.1% |
| 1Y | +249.2% | +117.5% | +131.6% | +190.1% |
| 3Y | +445.9% | +123.9% | +322.0% | +332.2% |
| All | +459.6% | -70.0% | +529.6% | +443.6% |
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 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