-10.8%
DOW vs RNG
-31.4%
+20.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.9% | +0.9% | -2.6% |
| 7D | -2.4% | +5.8% | -8.2% | -3.0% |
| 30D | +0.4% | +19.6% | -19.2% | -1.6% |
| 3M | -14.4% | +67.0% | -81.4% | -19.7% |
| 6M | -7.0% | +88.4% | -95.3% | -14.6% |
| YTD | +30.2% | +155.5% | -125.3% | +13.7% |
| 1Y | +29.2% | +141.7% | -112.5% | +13.5% |
| 3Y | -36.7% | +131.1% | -167.8% | -45.3% |
| 5Y | -37.7% | -70.6% | +32.9% | -39.2% |
| All | -10.8% | -31.4% | +20.5% | -26.1% |
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