+684.1%
EW vs RNG
+327.7%
+356.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.8% |
| 7D | -0.3% | +5.8% | -6.1% | -1.3% |
| 30D | +1.0% | +19.6% | -18.6% | -2.0% |
| 3M | +2.8% | +67.0% | -64.2% | -6.7% |
| 6M | +5.5% | +88.4% | -82.9% | -7.0% |
| YTD | +5.5% | +155.5% | -150.0% | -13.4% |
| 1Y | +11.0% | +141.7% | -130.6% | -8.4% |
| 3Y | +17.7% | +131.1% | -113.4% | -7.0% |
| 5Y | -25.7% | -70.6% | +44.8% | -17.2% |
| 10Y | +132.8% | +228.2% | -95.4% | +43.8% |
| All | +684.1% | +327.7% | +356.4% | +347.7% |
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