-46.7%
COMP vs RNG
-76.9%
+30.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.4% | +1.0% | -1.1% |
| 7D | +4.1% | -0.8% | +4.9% | +4.5% |
| 30D | -14.5% | +11.4% | -25.9% | -19.4% |
| 3M | +41.8% | +72.1% | -30.3% | +3.0% |
| 6M | +23.6% | +67.9% | -44.4% | -12.6% |
| YTD | +1.7% | +144.3% | -142.6% | -45.9% |
| 1Y | +12.6% | +117.5% | -105.0% | -36.8% |
| 3Y | +221.9% | +123.9% | +98.0% | +56.0% |
| 5Y | -28.1% | -70.1% | +42.0% | -16.1% |
| All | -46.7% | -76.9% | +30.2% | -33.1% |
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