+158.8%
B vs RNG
+343.0%
-184.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.2% |
| 7D | -6.2% | +2.3% | -8.5% | -6.3% |
| 30D | -6.6% | -3.4% | -3.2% | -6.5% |
| 3M | -7.9% | +20.9% | -28.8% | -9.0% |
| 6M | -16.8% | +82.2% | -99.0% | -20.0% |
| YTD | -11.7% | +164.6% | -176.3% | -17.8% |
| 1Y | +3.5% | +177.0% | -173.5% | -4.0% |
| 3Y | +165.7% | +177.4% | -11.7% | +143.4% |
| 5Y | +108.4% | -72.3% | +180.7% | +109.0% |
| 10Y | +212.7% | +238.9% | -26.3% | +208.3% |
| All | +158.8% | +343.0% | -184.2% | +159.6% |
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 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