+117.8%
EW vs RNG
+222.9%
-105.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -6.2% | -6.1% | -0.1% | -5.2% |
| 30D | -9.3% | +9.6% | -18.9% | -10.8% |
| 3M | -1.6% | +83.3% | -85.0% | -12.0% |
| 6M | -0.8% | +77.9% | -78.8% | -11.7% |
| YTD | -1.0% | +139.9% | -141.0% | -18.0% |
| 1Y | +8.2% | +121.7% | -113.5% | -9.5% |
| 3Y | +12.7% | +121.9% | -109.2% | -10.7% |
| 5Y | -30.2% | -68.4% | +38.1% | -21.6% |
| All | +117.8% | +222.9% | -105.1% | +13.6% |
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