+71.3%
DD vs RNG
-72.1%
+143.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +5.0% | +4.6% | +0.3% | +4.3% |
| 30D | +19.7% | +0.4% | +19.3% | +19.5% |
| 3M | +7.2% | +11.4% | -4.2% | +5.2% |
| 6M | +1.0% | +95.7% | -94.6% | -9.4% |
| YTD | +29.1% | +162.9% | -133.8% | +7.8% |
| 1Y | +28.5% | +180.3% | -151.8% | +6.1% |
| 3Y | +89.4% | +188.3% | -98.9% | +50.9% |
| All | +71.3% | -72.1% | +143.3% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling