+1,457.5%
GOOGL vs RNG
+309.1%
+1,148.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.3% | +0.8% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | -4.4% | +11.4% | -15.8% | -6.4% |
| 3M | -6.8% | +72.1% | -78.9% | -16.6% |
| 6M | +13.6% | +67.9% | -54.4% | +0.9% |
| YTD | +8.3% | +144.3% | -136.0% | -12.0% |
| 1Y | +44.9% | +117.5% | -72.6% | +20.0% |
| 3Y | +150.5% | +123.9% | +26.6% | +97.8% |
| 5Y | +137.7% | -70.1% | +207.8% | +154.6% |
| 10Y | +750.9% | +215.9% | +535.1% | +472.2% |
| All | +1,457.5% | +309.1% | +1,148.4% | +910.1% |
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 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