+211.9%
B vs RNG
+215.2%
-3.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +1.0% | -4.1% | +5.1% | +1.3% |
| 30D | +9.5% | +8.6% | +0.9% | +8.9% |
| 3M | +14.3% | +78.0% | -63.6% | +9.7% |
| 6M | -1.9% | +67.0% | -68.9% | -5.9% |
| YTD | +4.1% | +142.4% | -138.3% | -3.6% |
| 1Y | +56.1% | +120.4% | -64.3% | +45.4% |
| 3Y | +202.0% | +122.1% | +79.9% | +176.7% |
| 5Y | +158.8% | -69.8% | +228.7% | +161.4% |
| 10Y | +211.9% | +223.4% | -11.5% | +256.7% |
| All | +211.9% | +215.2% | -3.3% | +256.7% |
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 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