+2,105.4%
FIX vs RNG
-70.5%
+2,175.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.8% | +2.3% |
| 7D | +6.0% | +5.8% | +0.3% | +5.4% |
| 30D | -7.2% | +19.6% | -26.9% | -9.1% |
| 3M | -15.9% | +67.0% | -82.9% | -21.2% |
| 6M | +12.7% | +88.4% | -75.6% | +2.6% |
| YTD | +72.8% | +155.5% | -82.7% | +48.5% |
| 1Y | +122.9% | +141.7% | -18.8% | +92.7% |
| 3Y | +774.3% | +131.1% | +643.2% | +637.7% |
| All | +2,105.4% | -70.5% | +2,175.9% | +2,184.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling