+43.3%
IR vs RNG
-70.8%
+114.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.4% | +2.7% | -1.0% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | -13.6% | +11.4% | -25.0% | -15.0% |
| 3M | +3.7% | +72.1% | -68.4% | -4.8% |
| 6M | -13.1% | +67.9% | -81.0% | -20.7% |
| YTD | -5.1% | +144.3% | -149.5% | -19.9% |
| 1Y | -6.5% | +117.5% | -124.0% | -19.7% |
| 3Y | +8.5% | +123.9% | -115.4% | -10.2% |
| 5Y | +43.3% | -70.1% | +113.4% | +41.3% |
| All | +43.3% | -70.8% | +114.1% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling