+3,601.2%
FIX vs RNG
+236.7%
+3,364.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -3.9% | -3.0% |
| 7D | +16.9% | +2.3% | +14.6% | +16.6% |
| 30D | -30.6% | -3.4% | -27.3% | -30.4% |
| 3M | -35.1% | +20.9% | -56.0% | -36.6% |
| 6M | -44.0% | +82.2% | -126.2% | -48.7% |
| YTD | +21.0% | +164.6% | -143.6% | +3.5% |
| 1Y | +16.2% | +177.0% | -160.8% | -1.4% |
| 3Y | +506.9% | +177.4% | +329.5% | +402.2% |
| 5Y | +1,051.1% | -72.3% | +1,123.4% | +1,109.3% |
| All | +3,601.2% | +236.7% | +3,364.5% | +1,928.0% |
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 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