+755.6%
GOOGL vs RNG
+222.9%
+532.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.8% |
| 7D | 0.0% | -6.1% | +6.1% | +1.2% |
| 30D | -1.4% | +9.6% | -11.0% | -3.3% |
| 3M | -5.3% | +83.3% | -88.7% | -16.7% |
| 6M | +9.8% | +77.9% | -68.2% | -4.1% |
| YTD | +8.4% | +139.9% | -131.6% | -12.7% |
| 1Y | +41.2% | +121.7% | -80.5% | +15.1% |
| 3Y | +149.6% | +121.9% | +27.7% | +94.3% |
| 5Y | +142.6% | -68.4% | +210.9% | +162.1% |
| All | +755.6% | +222.9% | +532.7% | +410.3% |
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 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