+87.5%
ES vs RNG
+215.2%
-127.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | 0.0% | -4.1% | +4.1% | +0.2% |
| 30D | -1.0% | +8.6% | -9.7% | -1.5% |
| 3M | +1.5% | +78.0% | -76.5% | -2.1% |
| 6M | -3.5% | +67.0% | -70.5% | -7.0% |
| YTD | +7.0% | +142.4% | -135.4% | +0.2% |
| 1Y | +15.3% | +120.4% | -105.1% | +8.5% |
| 3Y | +30.2% | +122.1% | -91.9% | +20.4% |
| 5Y | -4.3% | -69.8% | +65.6% | -3.0% |
| 10Y | +87.5% | +223.4% | -135.9% | +76.6% |
| All | +87.5% | +215.2% | -127.8% | +76.6% |
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