+86.4%
F vs RNG
+216.3%
-129.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.4% | +0.1% | -3.6% |
| 7D | +1.2% | -0.8% | +2.0% | +1.3% |
| 30D | +1.2% | +11.4% | -10.2% | -0.4% |
| 3M | -5.7% | +72.1% | -77.7% | -13.4% |
| 6M | +17.9% | +67.9% | -50.0% | +7.5% |
| YTD | +10.4% | +144.3% | -133.9% | -6.4% |
| 1Y | +25.3% | +117.5% | -92.2% | +8.0% |
| 3Y | +37.5% | +123.9% | -86.4% | +14.3% |
| 5Y | +46.5% | -70.1% | +116.6% | +39.9% |
| 10Y | +86.4% | +215.9% | -129.5% | +16.4% |
| All | +86.4% | +216.3% | -129.9% | +16.4% |
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