+294.7%
C vs RNG
+215.2%
+79.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +2.6% | -4.1% | +6.6% | +3.1% |
| 30D | +1.9% | +8.6% | -6.7% | +0.7% |
| 3M | +2.8% | +78.0% | -75.2% | -5.9% |
| 6M | +30.6% | +67.0% | -36.5% | +19.6% |
| YTD | +19.9% | +142.4% | -122.6% | +2.6% |
| 1Y | +44.6% | +120.4% | -75.9% | +25.2% |
| 3Y | +272.1% | +122.1% | +150.0% | +212.7% |
| 5Y | +132.0% | -69.8% | +201.8% | +135.2% |
| 10Y | +294.7% | +223.4% | +71.3% | +151.0% |
| All | +294.7% | +215.2% | +79.4% | +151.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling