+228.2%
EXC vs RNG
+327.7%
-99.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | -0.9% |
| 7D | +0.3% | +5.8% | -5.5% | 0.0% |
| 30D | -3.7% | +19.6% | -23.3% | -4.7% |
| 3M | -1.3% | +67.0% | -68.3% | -4.4% |
| 6M | -9.7% | +88.4% | -98.1% | -13.4% |
| YTD | +2.9% | +155.5% | -152.6% | -3.6% |
| 1Y | +4.4% | +141.7% | -137.3% | -2.1% |
| 3Y | +22.2% | +131.1% | -108.9% | +13.1% |
| 5Y | +46.7% | -70.6% | +117.3% | +51.7% |
| 10Y | +155.3% | +228.2% | -72.9% | +128.1% |
| All | +228.2% | +327.7% | -99.6% | +189.0% |
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