+152.6%
INFY vs RNG
+302.4%
-149.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -9.8% | -9.6% | -0.2% | -8.4% |
| 30D | -13.4% | +8.8% | -22.2% | -14.5% |
| 3M | -7.2% | +78.6% | -85.9% | -14.9% |
| 6M | -20.6% | +70.3% | -90.9% | -27.0% |
| YTD | -37.5% | +140.3% | -177.8% | -45.6% |
| 1Y | -33.4% | +126.6% | -160.0% | -41.7% |
| 3Y | -32.4% | +120.2% | -152.6% | -42.3% |
| 5Y | -45.5% | -68.3% | +22.8% | -43.6% |
| 10Y | +79.7% | +220.6% | -140.9% | +33.3% |
| All | +152.6% | +302.4% | -149.8% | +83.9% |
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