+166.8%
ES vs RNG
+327.7%
-161.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.4% |
| 7D | +0.3% | +5.8% | -5.5% | 0.0% |
| 30D | -2.0% | +19.6% | -21.6% | -2.9% |
| 3M | +1.7% | +67.0% | -65.3% | -1.4% |
| 6M | -3.5% | +88.4% | -91.9% | -7.4% |
| YTD | +7.9% | +155.5% | -147.6% | +1.3% |
| 1Y | +17.2% | +141.7% | -124.5% | +10.1% |
| 3Y | +29.3% | +131.1% | -101.8% | +20.1% |
| 5Y | -5.7% | -70.6% | +64.8% | -4.9% |
| 10Y | +85.2% | +228.2% | -143.0% | +68.2% |
| All | +166.8% | +327.7% | -161.0% | +141.2% |
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 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