-5.1%
ES vs RNG
-70.8%
+65.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +0.8% |
| 7D | +1.4% | -0.8% | +2.2% | +1.4% |
| 30D | -1.2% | +11.4% | -12.6% | -1.7% |
| 3M | +5.0% | +72.1% | -67.1% | +2.3% |
| 6M | -2.8% | +67.9% | -70.8% | -5.5% |
| YTD | +8.6% | +144.3% | -135.8% | +3.0% |
| 1Y | +18.9% | +117.5% | -98.6% | +13.5% |
| 3Y | +32.1% | +123.9% | -91.7% | +23.8% |
| 5Y | -5.1% | -70.1% | +65.0% | -13.1% |
| All | -5.1% | -70.8% | +65.7% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling