+97.3%
ES vs RNG
+234.5%
-137.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | +2.7% | +4.6% | -1.9% | +2.5% |
| 30D | +7.6% | +0.4% | +7.2% | +7.4% |
| 3M | +0.5% | +11.4% | -10.9% | -0.3% |
| 6M | +7.6% | +95.7% | -88.1% | +2.9% |
| YTD | +10.2% | +162.9% | -152.7% | +2.6% |
| 1Y | +1.8% | +180.3% | -178.4% | -5.7% |
| 3Y | +55.4% | +188.3% | -133.0% | +41.3% |
| 5Y | +7.3% | -72.5% | +79.8% | +9.8% |
| All | +97.3% | +234.5% | -137.1% | +94.2% |
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