+153.8%
B vs RNG
-70.8%
+224.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -1.2% |
| 7D | +2.3% | -0.8% | +3.1% | +2.4% |
| 30D | +1.4% | +11.4% | -10.0% | +0.6% |
| 3M | +12.2% | +72.1% | -59.9% | +8.0% |
| 6M | -2.1% | +67.9% | -70.1% | -6.1% |
| YTD | +2.9% | +144.3% | -141.4% | -4.9% |
| 1Y | +55.3% | +117.5% | -62.2% | +44.7% |
| 3Y | +198.7% | +123.9% | +74.8% | +172.8% |
| 5Y | +153.8% | -70.1% | +223.9% | +152.0% |
| All | +153.8% | -70.8% | +224.5% | +152.0% |
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