+678.6%
AU vs RNG
-68.4%
+747.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.3% | -6.1% | +1.8% | -3.8% |
| 30D | +7.3% | +9.6% | -2.3% | +6.5% |
| 3M | +26.3% | +83.3% | -57.0% | +19.5% |
| 6M | +1.8% | +77.9% | -76.2% | -4.1% |
| YTD | +26.8% | +139.9% | -113.1% | +14.9% |
| 1Y | +66.7% | +121.7% | -55.0% | +51.8% |
| 3Y | +579.1% | +121.9% | +457.2% | +505.0% |
| All | +678.6% | -68.4% | +747.0% | +664.1% |
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