+234.0%
C vs RNG
+320.7%
-86.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.9% |
| 7D | -2.4% | -11.3% | +8.9% | -0.7% |
| 30D | -6.0% | -5.7% | -0.3% | -5.4% |
| 3M | -10.5% | +16.8% | -27.3% | -12.9% |
| 6M | -5.7% | +58.5% | -64.2% | -13.3% |
| YTD | +4.1% | +151.3% | -147.2% | -12.4% |
| 1Y | +20.5% | +169.0% | -148.5% | +0.1% |
| 3Y | +208.1% | +156.9% | +51.2% | +150.4% |
| 5Y | +110.4% | -69.0% | +179.4% | +116.6% |
| 10Y | +234.6% | +262.0% | -27.4% | +99.5% |
| All | +234.0% | +320.7% | -86.7% | +94.5% |
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