+885.4%
COST vs RNG
+302.4%
+583.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.8% | +0.1% |
| 7D | -2.5% | -9.6% | +7.1% | -1.6% |
| 30D | -4.4% | +8.8% | -13.3% | -5.2% |
| 3M | -8.1% | +78.6% | -86.7% | -13.1% |
| 6M | -9.2% | +70.3% | -79.5% | -14.4% |
| YTD | +5.1% | +140.3% | -135.2% | -4.8% |
| 1Y | -5.1% | +126.6% | -131.7% | -13.7% |
| 3Y | +70.4% | +120.2% | -49.9% | +51.7% |
| 5Y | +104.7% | -68.3% | +173.0% | +109.2% |
| 10Y | +608.8% | +220.6% | +388.2% | +502.1% |
| All | +885.4% | +302.4% | +583.0% | +735.7% |
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