+48.3%
D vs RNG
+247.5%
-199.2%
-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% | -0.6% | +0.2% |
| 7D | +2.4% | -6.0% | +8.4% | +2.7% |
| 30D | +10.9% | -7.4% | +18.3% | +11.2% |
| 3M | +2.8% | +14.6% | -11.7% | +2.0% |
| 6M | +12.7% | +61.5% | -48.8% | +9.5% |
| YTD | +20.3% | +155.7% | -135.3% | +13.2% |
| 1Y | +17.1% | +172.5% | -155.3% | +9.8% |
| 3Y | +75.1% | +168.0% | -92.9% | +61.6% |
| 5Y | +13.1% | -73.8% | +86.9% | +17.5% |
| 10Y | +48.3% | +240.3% | -192.0% | +50.2% |
| All | +48.3% | +247.5% | -199.2% | +50.2% |
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