-29.9%
COMP vs RNG
-70.5%
+40.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +2.6% |
| 7D | +1.4% | +5.8% | -4.4% | -1.6% |
| 30D | -13.3% | +19.6% | -32.9% | -21.4% |
| 3M | +41.1% | +67.0% | -25.9% | +3.7% |
| 6M | +17.2% | +88.4% | -71.2% | -23.1% |
| YTD | +5.2% | +155.5% | -150.3% | -46.1% |
| 1Y | +18.9% | +141.7% | -122.7% | -38.1% |
| 3Y | +215.9% | +131.1% | +84.8% | +47.6% |
| All | -29.9% | -70.5% | +40.6% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling