+696.3%
COR vs RNG
+338.4%
+357.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.2% |
| 7D | -1.2% | -3.5% | +2.3% | -1.0% |
| 30D | +7.6% | -3.8% | +11.4% | +7.8% |
| 3M | +5.0% | +18.6% | -13.6% | +4.0% |
| 6M | +35.3% | +69.2% | -33.9% | +31.3% |
| YTD | +4.2% | +161.9% | -157.7% | -1.5% |
| 1Y | -3.4% | +176.2% | -179.7% | -9.0% |
| 3Y | +81.1% | +174.5% | -93.4% | +67.7% |
| 5Y | +195.8% | -71.9% | +267.7% | +226.4% |
| 10Y | +493.6% | +235.4% | +258.2% | +366.0% |
| All | +696.3% | +338.4% | +357.8% | +506.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling