+65.9%
F vs RNG
+327.7%
-261.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.3% | +2.0% |
| 7D | +5.3% | +5.8% | -0.4% | +4.5% |
| 30D | +4.6% | +19.6% | -15.0% | +1.9% |
| 3M | -3.7% | +67.0% | -70.7% | -11.2% |
| 6M | +16.8% | +88.4% | -71.5% | +4.6% |
| YTD | +15.3% | +155.5% | -140.2% | -2.7% |
| 1Y | +31.0% | +141.7% | -110.7% | +11.2% |
| 3Y | +45.4% | +131.1% | -85.6% | +20.6% |
| 5Y | +54.7% | -70.6% | +125.2% | +52.2% |
| 10Y | +98.2% | +228.2% | -130.0% | +30.4% |
| All | +65.9% | +327.7% | -261.8% | +5.5% |
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