+207.0%
C vs RNG
+234.5%
-27.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | +4.2% | +4.6% | -0.4% | +3.5% |
| 30D | +2.0% | +0.4% | +1.6% | +1.8% |
| 3M | -10.1% | +11.4% | -21.5% | -11.8% |
| 6M | +1.0% | +95.7% | -94.7% | -9.3% |
| YTD | +8.5% | +162.9% | -154.4% | -8.5% |
| 1Y | +25.7% | +180.3% | -154.5% | +5.0% |
| 3Y | +216.0% | +188.3% | +27.6% | +155.8% |
| 5Y | +112.3% | -72.5% | +184.8% | +117.7% |
| All | +207.0% | +234.5% | -27.4% | +93.2% |
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