+6,552.2%
FIX vs RNG
+320.7%
+6,231.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.9% | +8.3% | +5.8% |
| 7D | -17.5% | -11.3% | -6.1% | -16.1% |
| 30D | -41.6% | -5.7% | -35.9% | -41.1% |
| 3M | -40.6% | +16.8% | -57.4% | -42.0% |
| 6M | -49.4% | +58.5% | -107.8% | -53.3% |
| YTD | +9.2% | +151.3% | -142.1% | -8.1% |
| 1Y | +6.5% | +169.0% | -162.6% | -11.4% |
| 3Y | +448.7% | +156.9% | +291.8% | +346.4% |
| 5Y | +948.7% | -69.0% | +1,017.7% | +1,004.6% |
| 10Y | +3,659.7% | +262.0% | +3,397.7% | +1,954.6% |
| All | +6,552.2% | +320.7% | +6,231.4% | +3,317.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling