+7.0%
IDXX vs RNG
+119.8%
-112.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -5.7% | -6.1% | +0.4% | -4.9% |
| 30D | -11.5% | +9.6% | -21.2% | -12.8% |
| 3M | -9.5% | +83.3% | -92.9% | -17.4% |
| 6M | -16.0% | +77.9% | -93.9% | -23.6% |
| YTD | -25.4% | +139.9% | -165.3% | -36.1% |
| 1Y | -21.8% | +121.7% | -143.4% | -32.3% |
| 3Y | +7.0% | +121.9% | -114.8% | -12.3% |
| All | +7.0% | +119.8% | -112.7% | -12.3% |
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