+47.9%
IR vs RNG
-75.4%
+123.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | +1.5% | -6.0% | +7.5% | +2.4% |
| 30D | +9.0% | -7.4% | +16.4% | +10.0% |
| 3M | -0.9% | +14.6% | -15.4% | -3.3% |
| 6M | +13.4% | +61.5% | -48.1% | +4.1% |
| YTD | +8.5% | +155.7% | -147.2% | -10.0% |
| 1Y | +11.3% | +172.5% | -161.2% | -8.8% |
| 3Y | +26.0% | +168.0% | -142.0% | +0.3% |
| 5Y | +47.9% | -73.8% | +121.6% | +60.6% |
| All | +47.9% | -75.4% | +123.2% | +60.6% |
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