+488.5%
NDAQ vs RNG
+234.5%
+254.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +1.3% | +4.6% | -3.3% | +0.6% |
| 30D | +18.0% | +0.4% | +17.5% | +17.6% |
| 3M | +11.5% | +11.4% | +0.1% | +9.4% |
| 6M | +21.1% | +95.7% | -74.6% | +8.5% |
| YTD | +12.8% | +162.9% | -150.1% | -4.7% |
| 1Y | +25.7% | +180.3% | -154.6% | +5.1% |
| 3Y | +116.8% | +188.3% | -71.5% | +74.7% |
| 5Y | +67.3% | -72.5% | +139.8% | +79.4% |
| All | +488.5% | +234.5% | +254.0% | +337.0% |
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