+133.2%
C vs RNG
-69.4%
+202.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.2% |
| 7D | +3.6% | +5.8% | -2.2% | +2.8% |
| 30D | +0.1% | +19.6% | -19.6% | -2.5% |
| 3M | +2.4% | +67.0% | -64.6% | -5.6% |
| 6M | +24.9% | +88.4% | -63.4% | +12.0% |
| YTD | +19.8% | +155.5% | -135.7% | +1.0% |
| 1Y | +44.9% | +141.7% | -96.8% | +22.8% |
| 3Y | +263.0% | +131.1% | +131.9% | +199.6% |
| All | +133.2% | -69.4% | +202.7% | +119.9% |
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