+218.3%
C vs RNG
+248.5%
-30.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.3% |
| 7D | -0.4% | -3.5% | +3.1% | +0.1% |
| 30D | -5.3% | -3.8% | -1.6% | -5.0% |
| 3M | -8.0% | +18.6% | -26.6% | -10.5% |
| 6M | -0.3% | +69.2% | -69.5% | -8.6% |
| YTD | +8.6% | +161.9% | -153.2% | -8.3% |
| 1Y | +25.8% | +176.2% | -150.4% | +5.3% |
| 3Y | +221.2% | +174.5% | +46.6% | +161.7% |
| 5Y | +113.6% | -71.9% | +185.5% | +118.5% |
| 10Y | +218.3% | +235.4% | -17.1% | +99.4% |
| All | +218.3% | +248.5% | -30.2% | +99.4% |
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 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