+780.7%
GOOG vs RNG
+222.9%
+557.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | 0.0% | -6.1% | +6.1% | +1.2% |
| 30D | -2.0% | +9.6% | -11.6% | -3.8% |
| 3M | -5.9% | +83.3% | -89.2% | -17.2% |
| 6M | +8.9% | +77.9% | -69.0% | -4.9% |
| YTD | +7.1% | +139.9% | -132.8% | -13.7% |
| 1Y | +39.7% | +121.7% | -82.0% | +13.9% |
| 3Y | +145.8% | +121.9% | +24.0% | +91.5% |
| 5Y | +138.6% | -68.4% | +207.0% | +157.5% |
| All | +780.7% | +222.9% | +557.8% | +424.1% |
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