+3,553.2%
FIX vs RNG
+234.5%
+3,318.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +9.4% | +4.6% | +4.8% | +8.9% |
| 30D | -27.8% | +0.4% | -28.2% | -27.8% |
| 3M | -35.6% | +11.4% | -47.0% | -36.5% |
| 6M | -45.2% | +95.7% | -140.9% | -50.2% |
| YTD | +19.5% | +162.9% | -143.4% | +2.2% |
| 1Y | +24.2% | +180.3% | -156.0% | +5.3% |
| 3Y | +494.2% | +188.3% | +305.8% | +389.2% |
| 5Y | +1,036.1% | -72.5% | +1,108.7% | +1,094.5% |
| All | +3,553.2% | +234.5% | +3,318.7% | +1,903.2% |
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