+224.6%
ESI vs RNG
+280.9%
-56.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.9% | +6.8% | +3.7% |
| 7D | +3.3% | +5.8% | -2.5% | +2.2% |
| 30D | -5.9% | +19.6% | -25.5% | -9.2% |
| 3M | -14.1% | +67.0% | -81.1% | -23.3% |
| 6M | +6.6% | +88.4% | -81.8% | -8.4% |
| YTD | +45.0% | +155.5% | -110.5% | +14.8% |
| 1Y | +41.5% | +141.7% | -100.2% | +12.9% |
| 3Y | +78.8% | +131.1% | -52.3% | +38.1% |
| 5Y | +70.9% | -70.6% | +141.5% | +86.3% |
| 10Y | +317.1% | +228.2% | +88.9% | +108.5% |
| All | +224.6% | +280.9% | -56.3% | +52.0% |
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