+1,418.7%
GOOG vs RNG
+305.9%
+1,112.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.9% |
| 7D | -1.6% | -4.1% | +2.5% | -0.9% |
| 30D | -7.7% | +8.6% | -16.3% | -9.2% |
| 3M | -9.3% | +78.0% | -87.3% | -19.2% |
| 6M | +7.4% | +67.0% | -59.6% | -4.4% |
| YTD | +4.9% | +142.4% | -137.6% | -14.6% |
| 1Y | +37.2% | +120.4% | -83.2% | +13.3% |
| 3Y | +141.6% | +122.1% | +19.5% | +91.2% |
| 5Y | +128.8% | -69.8% | +198.6% | +144.4% |
| 10Y | +772.7% | +223.4% | +549.3% | +483.4% |
| All | +1,418.7% | +305.9% | +1,112.8% | +883.4% |
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