+3.6%
ES vs RNG
-69.1%
+72.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.8% |
| 7D | +1.9% | -11.3% | +13.2% | +2.4% |
| 30D | +7.1% | -5.7% | +12.7% | +7.2% |
| 3M | -1.9% | +16.8% | -18.7% | -2.8% |
| 6M | +4.4% | +58.5% | -54.1% | +1.7% |
| YTD | +7.3% | +151.3% | -144.0% | +1.4% |
| 1Y | +2.1% | +169.0% | -166.9% | -3.9% |
| 3Y | +41.8% | +156.9% | -115.1% | +31.6% |
| All | +3.6% | -69.1% | +72.8% | -3.3% |
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