+43.4%
EWZ vs RNG
+327.7%
-284.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.3% |
| 7D | +6.5% | +5.8% | +0.7% | +5.8% |
| 30D | +4.8% | +19.6% | -14.8% | +2.8% |
| 3M | +9.9% | +67.0% | -57.1% | +3.1% |
| 6M | +1.9% | +88.4% | -86.4% | -6.3% |
| YTD | +20.3% | +155.5% | -135.2% | +5.6% |
| 1Y | +35.6% | +141.7% | -106.1% | +19.4% |
| 3Y | +43.4% | +131.1% | -87.6% | +23.8% |
| 5Y | +55.9% | -70.6% | +126.5% | +68.4% |
| 10Y | +84.2% | +228.2% | -144.1% | +33.8% |
| All | +43.4% | +327.7% | -284.3% | +3.0% |
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