+157.0%
DD vs RNG
+327.7%
-170.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.2% | +0.8% |
| 7D | -3.5% | +5.8% | -9.3% | -4.2% |
| 30D | -10.3% | +19.6% | -29.9% | -12.3% |
| 3M | -7.5% | +67.0% | -74.6% | -13.8% |
| 6M | -8.0% | +88.4% | -96.4% | -16.3% |
| YTD | +10.5% | +155.5% | -145.0% | -4.5% |
| 1Y | +38.3% | +141.7% | -103.4% | +20.0% |
| 3Y | +42.5% | +131.1% | -88.6% | +21.5% |
| 5Y | +60.2% | -70.6% | +130.8% | +62.1% |
| 10Y | +68.9% | +228.2% | -159.4% | +11.6% |
| All | +157.0% | +327.7% | -170.7% | +65.4% |
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 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