-50.4%
COMP vs RNG
-75.8%
+25.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.7% | -8.2% | -7.8% |
| 7D | +7.2% | -6.0% | +13.2% | +10.5% |
| 30D | +6.4% | -7.4% | +13.7% | +10.0% |
| 3M | -19.4% | +14.6% | -34.0% | -25.9% |
| 6M | +14.6% | +61.5% | -47.0% | -15.6% |
| YTD | -5.5% | +155.7% | -161.2% | -51.4% |
| 1Y | +13.7% | +172.5% | -158.8% | -43.8% |
| 3Y | +409.7% | +168.0% | +241.7% | +119.1% |
| 5Y | -17.0% | -73.8% | +56.8% | -2.7% |
| All | -50.4% | -75.8% | +25.4% | -39.9% |
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 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