+1,227.8%
BE vs RNG
-70.2%
+1,298.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.7% |
| 7D | +23.9% | -4.1% | +28.0% | +25.1% |
| 30D | +27.8% | +8.6% | +19.2% | +24.5% |
| 3M | +3.7% | +78.0% | -74.2% | -15.8% |
| 6M | +78.0% | +67.0% | +10.9% | +43.0% |
| YTD | +209.9% | +142.4% | +67.5% | +101.7% |
| 1Y | +389.6% | +120.4% | +269.2% | +229.1% |
| 3Y | +1,730.6% | +122.1% | +1,608.5% | +1,039.8% |
| 5Y | +1,227.8% | -69.8% | +1,297.7% | +1,568.4% |
| All | +1,227.8% | -70.2% | +1,298.0% | +1,568.4% |
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