+606.1%
COST vs RNG
+222.9%
+383.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -1.2% | -6.1% | +4.9% | -0.6% |
| 30D | -4.7% | +9.6% | -14.3% | -5.6% |
| 3M | -7.1% | +83.3% | -90.5% | -12.9% |
| 6M | -8.5% | +77.9% | -86.5% | -14.5% |
| YTD | +5.4% | +139.9% | -134.5% | -5.5% |
| 1Y | -5.6% | +121.7% | -127.3% | -14.9% |
| 3Y | +68.5% | +121.9% | -53.4% | +47.9% |
| 5Y | +105.2% | -68.4% | +173.6% | +113.4% |
| All | +606.1% | +222.9% | +383.2% | +454.9% |
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