+3,800.0%
FIX vs RNG
+259.3%
+3,540.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.0% | +8.4% | +9.3% |
| 7D | -7.2% | -6.2% | -1.0% | -6.5% |
| 30D | -35.1% | -8.0% | -27.1% | -34.5% |
| 3M | -34.3% | +15.7% | -50.0% | -35.5% |
| 6M | -42.9% | +60.3% | -103.3% | -46.9% |
| YTD | +19.5% | +153.8% | -134.3% | +2.5% |
| 1Y | +16.8% | +172.2% | -155.4% | -0.8% |
| 3Y | +506.7% | +174.8% | +331.9% | +401.8% |
| 5Y | +1,046.7% | -68.6% | +1,115.3% | +1,083.1% |
| 10Y | +3,800.0% | +248.2% | +3,551.8% | +1,958.6% |
| All | +3,800.0% | +259.3% | +3,540.7% | +1,958.6% |
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