-69.4%
CAPR vs RNG
+234.5%
-303.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.3% | -6.8% |
| 7D | +5.9% | +4.6% | +1.3% | +5.3% |
| 30D | +44.6% | +0.4% | +44.2% | +44.3% |
| 3M | +126.4% | +11.4% | +115.0% | +121.5% |
| 6M | -68.6% | +95.7% | -164.3% | -73.1% |
| YTD | -67.0% | +162.9% | -229.9% | -73.9% |
| 1Y | +65.2% | +180.3% | -115.1% | +28.4% |
| 3Y | +235.6% | +188.3% | +47.2% | +152.6% |
| 5Y | +175.4% | -72.5% | +247.9% | +235.0% |
| All | -69.4% | +234.5% | -303.8% | -75.5% |
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 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