+822.9%
EW vs RNG
+338.4%
+484.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.3% |
| 7D | +6.5% | -3.5% | +10.0% | +7.1% |
| 30D | +22.5% | -3.8% | +26.2% | +23.0% |
| 3M | +13.0% | +18.6% | -5.6% | +9.2% |
| 6M | +37.1% | +69.2% | -32.1% | +23.3% |
| YTD | +24.1% | +161.9% | -137.8% | +1.1% |
| 1Y | +24.2% | +176.2% | -152.0% | +0.1% |
| 3Y | +64.8% | +174.5% | -109.7% | +25.7% |
| 5Y | -7.4% | -71.9% | +64.5% | +4.8% |
| 10Y | +248.8% | +235.4% | +13.4% | +113.6% |
| All | +822.9% | +338.4% | +484.5% | +422.7% |
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