-29.4%
EW vs RNG
-70.2%
+40.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -5.1% | -4.1% | -1.1% | -4.7% |
| 30D | -6.4% | +8.6% | -15.0% | -7.3% |
| 3M | -1.6% | +78.0% | -79.5% | -8.6% |
| 6M | +2.3% | +67.0% | -64.8% | -4.9% |
| YTD | +1.1% | +142.4% | -141.3% | -11.5% |
| 1Y | +8.0% | +120.4% | -112.5% | -4.6% |
| 3Y | +16.3% | +122.1% | -105.8% | -1.4% |
| 5Y | -29.4% | -69.8% | +40.4% | -25.1% |
| All | -29.4% | -70.2% | +40.8% | -25.1% |
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 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