-45.6%
IT vs RNG
-70.1%
+24.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | -12.7% | -9.6% | -3.1% | -10.7% |
| 30D | -8.9% | +8.8% | -17.7% | -10.5% |
| 3M | +10.1% | +78.6% | -68.5% | -2.8% |
| 6M | +7.3% | +70.3% | -63.0% | -4.8% |
| YTD | -32.4% | +140.3% | -172.7% | -44.4% |
| 1Y | -26.6% | +126.6% | -153.3% | -39.2% |
| 3Y | -51.8% | +120.2% | -172.0% | -61.2% |
| 5Y | -45.6% | -68.3% | +22.7% | -42.8% |
| All | -45.6% | -70.1% | +24.5% | -42.8% |
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