+266.6%
EW vs RNG
+236.7%
+29.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.2% |
| 7D | +4.9% | +2.3% | +2.7% | +4.6% |
| 30D | +24.1% | -3.4% | +27.5% | +24.5% |
| 3M | +13.7% | +20.9% | -7.2% | +9.7% |
| 6M | +32.7% | +82.2% | -49.5% | +18.2% |
| YTD | +24.1% | +164.6% | -140.5% | +1.3% |
| 1Y | +23.6% | +177.0% | -153.4% | -0.1% |
| 3Y | +64.8% | +177.4% | -112.6% | +25.7% |
| 5Y | -8.8% | -72.3% | +63.5% | +6.6% |
| All | +266.6% | +236.7% | +29.9% | +115.1% |
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 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