+672.3%
AU vs RNG
+222.9%
+449.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.3% | -6.1% | +1.8% | -3.9% |
| 30D | +7.3% | +9.6% | -2.3% | +6.7% |
| 3M | +26.3% | +83.3% | -57.0% | +21.6% |
| 6M | +1.8% | +77.9% | -76.2% | -2.3% |
| YTD | +26.8% | +139.9% | -113.1% | +18.6% |
| 1Y | +66.7% | +121.7% | -55.0% | +56.5% |
| 3Y | +579.1% | +121.9% | +457.2% | +529.1% |
| 5Y | +689.3% | -68.4% | +757.7% | +655.8% |
| All | +672.3% | +222.9% | +449.4% | +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