+49.1%
D vs RNG
+234.5%
-185.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -1.4% | +4.6% | -6.0% | -1.6% |
| 30D | +7.7% | +0.4% | +7.3% | +7.6% |
| 3M | -0.3% | +11.4% | -11.7% | -1.0% |
| 6M | +10.1% | +95.7% | -85.6% | +5.9% |
| YTD | +19.1% | +162.9% | -143.8% | +11.9% |
| 1Y | +15.9% | +180.3% | -164.4% | +8.5% |
| 3Y | +75.0% | +188.3% | -113.3% | +60.8% |
| 5Y | +13.4% | -72.5% | +85.9% | +17.5% |
| All | +49.1% | +234.5% | -185.4% | +49.1% |
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