+277.0%
IR vs RNG
+116.4%
+160.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.3% | -1.9% |
| 7D | -1.9% | -4.1% | +2.2% | -1.4% |
| 30D | -15.0% | +8.6% | -23.7% | -16.0% |
| 3M | -0.4% | +78.0% | -78.4% | -8.2% |
| 6M | -15.0% | +67.0% | -82.1% | -21.7% |
| YTD | -7.1% | +142.4% | -149.5% | -19.7% |
| 1Y | -7.5% | +120.4% | -128.0% | -19.3% |
| 3Y | +6.3% | +122.1% | -115.8% | -9.5% |
| 5Y | +37.3% | -69.8% | +107.2% | +37.4% |
| All | +277.0% | +116.4% | +160.6% | +199.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling