-12.1%
DOW vs RNG
-35.5%
+23.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -1.4% | -6.1% | +4.7% | -0.7% |
| 30D | -3.9% | +9.6% | -13.5% | -5.0% |
| 3M | -12.7% | +83.3% | -96.0% | -19.1% |
| 6M | -13.7% | +77.9% | -91.6% | -20.3% |
| YTD | +28.4% | +139.9% | -111.5% | +12.9% |
| 1Y | +21.8% | +121.7% | -99.9% | +8.0% |
| 3Y | -35.7% | +121.9% | -157.6% | -44.2% |
| 5Y | -36.8% | -68.4% | +31.5% | -38.6% |
| All | -12.1% | -35.5% | +23.5% | -26.6% |
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