+3,644.4%
FIX vs RNG
+247.5%
+3,397.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -13.9% | -6.0% | -7.9% | -13.3% |
| 30D | -35.5% | -7.4% | -28.2% | -35.0% |
| 3M | -33.9% | +14.6% | -48.5% | -35.1% |
| 6M | -43.3% | +61.5% | -104.8% | -47.2% |
| YTD | +18.7% | +155.7% | -137.0% | +1.8% |
| 1Y | +13.8% | +172.5% | -158.7% | -3.3% |
| 3Y | +495.0% | +168.0% | +326.9% | +394.0% |
| 5Y | +1,049.0% | -73.8% | +1,122.8% | +1,114.9% |
| 10Y | +3,644.4% | +240.3% | +3,404.2% | +1,919.6% |
| All | +3,644.4% | +247.5% | +3,397.0% | +1,919.6% |
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