+138.3%
GOOGL vs RNG
-70.1%
+208.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -2.8% | -9.6% | +6.8% | -1.2% |
| 30D | -3.2% | +8.8% | -12.0% | -4.7% |
| 3M | -6.6% | +78.6% | -85.2% | -16.4% |
| 6M | +8.5% | +70.3% | -61.8% | -3.2% |
| YTD | +6.5% | +140.3% | -133.9% | -12.5% |
| 1Y | +39.4% | +126.6% | -87.2% | +15.4% |
| 3Y | +146.2% | +120.2% | +26.0% | +96.3% |
| 5Y | +138.3% | -68.3% | +206.6% | +133.2% |
| All | +138.3% | -70.1% | +208.5% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling