+10,428.0%
FIX vs RNG
+327.7%
+10,100.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.9% | +5.8% | +2.4% |
| 7D | +6.0% | +5.8% | +0.3% | +5.2% |
| 30D | -7.2% | +19.6% | -26.9% | -9.5% |
| 3M | -15.9% | +67.0% | -82.9% | -22.5% |
| 6M | +12.7% | +88.4% | -75.6% | +0.7% |
| YTD | +72.8% | +155.5% | -82.7% | +45.5% |
| 1Y | +122.9% | +141.7% | -18.8% | +88.7% |
| 3Y | +774.3% | +131.1% | +643.2% | +623.3% |
| 5Y | +2,049.5% | -70.6% | +2,120.1% | +2,185.7% |
| 10Y | +5,821.5% | +228.2% | +5,593.2% | +3,213.9% |
| All | +10,428.0% | +327.7% | +10,100.3% | +5,310.5% |
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