-46.5%
COMP vs RNG
-76.0%
+29.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.0% | +4.7% | +5.2% |
| 7D | +14.5% | -6.2% | +20.8% | +18.3% |
| 30D | +14.9% | -8.0% | +22.9% | +19.3% |
| 3M | -14.2% | +15.7% | -29.9% | -21.5% |
| 6M | +23.7% | +60.3% | -36.6% | -8.5% |
| YTD | +2.1% | +153.8% | -151.7% | -47.3% |
| 1Y | +26.2% | +172.2% | -146.0% | -37.6% |
| 3Y | +470.9% | +174.8% | +296.1% | +140.9% |
| 5Y | -14.0% | -68.6% | +54.6% | -3.0% |
| All | -46.5% | -76.0% | +29.5% | -34.8% |
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