+67.3%
F vs RNG
+234.5%
-167.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.2% |
| 7D | -3.1% | +4.6% | -7.7% | -3.7% |
| 30D | 0.0% | +0.4% | -0.4% | -0.3% |
| 3M | -13.2% | +11.4% | -24.6% | -14.9% |
| 6M | -10.2% | +95.7% | -105.9% | -19.6% |
| YTD | -4.9% | +162.9% | -167.8% | -20.5% |
| 1Y | -6.1% | +180.3% | -186.3% | -22.3% |
| 3Y | +46.0% | +188.3% | -142.4% | +16.9% |
| 5Y | -15.7% | -72.5% | +56.8% | -19.9% |
| All | +67.3% | +234.5% | -167.1% | +7.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling