+249.3%
ED vs RNG
+338.4%
-89.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.1% |
| 7D | -0.9% | -3.5% | +2.6% | -0.9% |
| 30D | +11.2% | -3.8% | +15.0% | +11.2% |
| 3M | +11.8% | +18.6% | -6.8% | +11.6% |
| 6M | +14.1% | +69.2% | -55.1% | +13.4% |
| YTD | +23.0% | +161.9% | -138.9% | +21.4% |
| 1Y | +23.7% | +176.2% | -152.6% | +21.9% |
| 3Y | +47.7% | +174.5% | -126.8% | +44.9% |
| 5Y | +82.6% | -71.9% | +154.5% | +85.7% |
| 10Y | +141.8% | +235.4% | -93.6% | +136.2% |
| All | +249.3% | +338.4% | -89.2% | +242.8% |
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