+28.2%
M vs RNG
-70.8%
+99.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.4% | +1.8% | -1.5% |
| 7D | +2.4% | -0.8% | +3.2% | +2.5% |
| 30D | -11.6% | +11.4% | -23.0% | -14.2% |
| 3M | +1.6% | +72.1% | -70.5% | -13.2% |
| 6M | +25.2% | +67.9% | -42.7% | +5.8% |
| YTD | +3.8% | +144.3% | -140.6% | -23.5% |
| 1Y | +36.3% | +117.5% | -81.2% | +3.7% |
| 3Y | +116.3% | +123.9% | -7.5% | +54.3% |
| 5Y | +28.2% | -70.1% | +98.3% | +41.1% |
| All | +28.2% | -70.8% | +99.0% | +41.1% |
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