+145.8%
GOOG vs RNG
+119.8%
+26.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | 0.0% | -6.1% | +6.1% | +0.7% |
| 30D | -2.0% | +9.6% | -11.6% | -3.1% |
| 3M | -5.9% | +83.3% | -89.2% | -12.6% |
| 6M | +8.9% | +77.9% | -69.0% | +0.6% |
| YTD | +7.1% | +139.9% | -132.8% | -6.4% |
| 1Y | +39.7% | +121.7% | -82.0% | +23.3% |
| 3Y | +145.8% | +121.9% | +24.0% | +113.3% |
| All | +145.8% | +119.8% | +26.1% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling