+17.5%
BEN vs RNG
+327.7%
-310.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.9% | +7.4% | +4.1% |
| 7D | +0.2% | +5.8% | -5.5% | -0.7% |
| 30D | -0.5% | +19.6% | -20.2% | -3.5% |
| 3M | +9.7% | +67.0% | -57.3% | 0.0% |
| 6M | +33.9% | +88.4% | -54.5% | +18.4% |
| YTD | +49.0% | +155.5% | -106.5% | +23.5% |
| 1Y | +42.1% | +141.7% | -99.6% | +18.4% |
| 3Y | +51.9% | +131.1% | -79.2% | +24.0% |
| 5Y | +39.0% | -70.6% | +109.6% | +39.6% |
| 10Y | +57.9% | +228.2% | -170.4% | -1.7% |
| All | +17.5% | +327.7% | -310.2% | -30.4% |
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 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