+87.9%
D vs RNG
+324.9%
-237.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | +0.8% | -6.2% | +7.0% | +1.0% |
| 30D | +10.7% | -8.0% | +18.7% | +11.0% |
| 3M | +2.3% | +15.7% | -13.4% | +1.4% |
| 6M | +12.5% | +60.3% | -47.9% | +9.6% |
| YTD | +20.1% | +153.8% | -133.7% | +13.6% |
| 1Y | +15.6% | +172.2% | -156.6% | +8.8% |
| 3Y | +75.2% | +174.8% | -99.7% | +62.5% |
| 5Y | +14.6% | -68.6% | +83.2% | +16.0% |
| 10Y | +43.8% | +248.2% | -204.4% | +33.0% |
| All | +87.9% | +324.9% | -237.0% | +74.8% |
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