+517.0%
INTC vs RNG
+309.1%
+208.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -4.4% | +13.4% | +9.8% |
| 7D | +17.4% | -0.8% | +18.2% | +17.4% |
| 30D | +2.8% | +11.4% | -8.6% | +0.5% |
| 3M | -5.3% | +72.1% | -77.3% | -16.3% |
| 6M | +140.6% | +67.9% | +72.7% | +111.1% |
| YTD | +183.1% | +144.3% | +38.8% | +124.7% |
| 1Y | +326.8% | +117.5% | +209.2% | +246.3% |
| 3Y | +179.4% | +123.9% | +55.6% | +117.9% |
| 5Y | +111.7% | -70.1% | +181.8% | +123.1% |
| 10Y | +253.8% | +215.9% | +38.0% | +132.1% |
| All | +517.0% | +309.1% | +208.0% | +282.5% |
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