+228.0%
B vs RNG
+240.3%
-12.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.7% | -6.8% | -6.2% |
| 7D | +7.1% | -6.0% | +13.1% | +7.6% |
| 30D | -3.3% | -7.4% | +4.0% | -2.9% |
| 3M | -2.5% | +14.6% | -17.1% | -3.6% |
| 6M | -7.2% | +61.5% | -68.8% | -10.8% |
| YTD | -7.4% | +155.7% | -163.0% | -14.9% |
| 1Y | +16.4% | +172.5% | -156.0% | +6.4% |
| 3Y | +178.7% | +168.0% | +10.7% | +151.1% |
| 5Y | +121.7% | -73.8% | +195.5% | +127.8% |
| All | +228.0% | +240.3% | -12.3% | +236.6% |
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 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