+171.5%
B vs RNG
+328.0%
-156.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.7% | -6.8% | -6.1% |
| 7D | +7.1% | -6.0% | +13.1% | +7.5% |
| 30D | -3.3% | -7.4% | +4.0% | -3.0% |
| 3M | -2.5% | +14.6% | -17.1% | -3.4% |
| 6M | -7.2% | +61.5% | -68.8% | -10.2% |
| YTD | -7.4% | +155.7% | -163.0% | -13.6% |
| 1Y | +16.4% | +172.5% | -156.0% | +8.1% |
| 3Y | +178.7% | +168.0% | +10.7% | +155.9% |
| 5Y | +121.7% | -73.8% | +195.5% | +123.0% |
| 10Y | +208.6% | +240.3% | -31.7% | +204.9% |
| All | +171.5% | +328.0% | -156.6% | +172.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling