+1,341.9%
ASX vs RNG
+327.7%
+1,014.1%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.8% |
| 7D | -0.7% | +5.8% | -6.5% | -1.6% |
| 30D | +2.0% | +19.6% | -17.6% | -0.9% |
| 3M | -1.3% | +67.0% | -68.4% | -10.3% |
| 6M | +71.4% | +88.4% | -16.9% | +50.9% |
| YTD | +135.3% | +155.5% | -20.2% | +93.2% |
| 1Y | +267.5% | +141.7% | +125.8% | +203.8% |
| 3Y | +388.5% | +131.1% | +257.4% | +293.7% |
| 5Y | +417.1% | -70.6% | +487.7% | +436.4% |
| 10Y | +872.7% | +228.2% | +644.5% | +560.8% |
| All | +1,341.9% | +327.7% | +1,014.1% | +818.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling