-10.9%
M vs RNG
+223.4%
-234.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.5% |
| 7D | -8.8% | -9.6% | +0.8% | -7.2% |
| 30D | -16.4% | +8.8% | -25.2% | -17.7% |
| 3M | -10.8% | +78.6% | -89.4% | -20.3% |
| 6M | +16.1% | +70.3% | -54.2% | +3.5% |
| YTD | -5.3% | +140.3% | -145.6% | -22.0% |
| 1Y | +24.9% | +126.6% | -101.7% | +3.7% |
| 3Y | +97.5% | +120.2% | -22.7% | +60.3% |
| 5Y | +20.4% | -68.3% | +88.7% | +11.1% |
| All | -10.9% | +223.4% | -234.4% | -46.2% |
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