+38.5%
D vs RNG
+215.2%
-176.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | -0.4% | -4.1% | +3.6% | -0.3% |
| 30D | -2.1% | +8.6% | -10.7% | -2.5% |
| 3M | -0.7% | +78.0% | -78.7% | -3.7% |
| 6M | +5.6% | +67.0% | -61.5% | +2.3% |
| YTD | +14.6% | +142.4% | -127.9% | +8.3% |
| 1Y | +15.3% | +120.4% | -105.1% | +9.4% |
| 3Y | +59.1% | +122.1% | -63.0% | +48.5% |
| 5Y | +3.9% | -69.8% | +73.8% | +6.5% |
| 10Y | +38.5% | +223.4% | -184.9% | +34.5% |
| All | +38.5% | +215.2% | -176.7% | +34.5% |
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