-34.4%
DOW vs RNG
+120.1%
-154.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | -2.4% | -9.6% | +7.2% | -1.1% |
| 30D | -4.1% | +8.8% | -12.9% | -5.3% |
| 3M | -12.4% | +78.6% | -91.1% | -19.9% |
| 6M | -10.6% | +70.3% | -80.9% | -18.5% |
| YTD | +31.1% | +140.3% | -109.3% | +9.4% |
| 1Y | +30.5% | +126.6% | -96.1% | +10.1% |
| All | -34.4% | +120.1% | -154.5% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling