-27.8%
BB vs RNG
-70.2%
+42.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | +1.8% | -4.1% | +5.9% | +3.1% |
| 30D | -12.2% | +8.6% | -20.9% | -14.9% |
| 3M | -12.3% | +78.0% | -90.3% | -29.8% |
| 6M | +122.7% | +67.0% | +55.7% | +79.4% |
| YTD | +104.5% | +142.4% | -37.9% | +38.8% |
| 1Y | +106.7% | +120.4% | -13.8% | +44.7% |
| 3Y | +70.0% | +122.1% | -52.2% | +12.9% |
| 5Y | -27.8% | -69.8% | +42.1% | -20.0% |
| All | -27.8% | -70.2% | +42.4% | -20.0% |
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