+52.5%
NDAQ vs RNG
-70.2%
+122.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | -1.6% | -4.1% | +2.5% | -1.0% |
| 30D | -1.5% | +8.6% | -10.1% | -2.7% |
| 3M | +8.0% | +78.0% | -69.9% | -0.8% |
| 6M | +7.7% | +67.0% | -59.3% | -1.0% |
| YTD | -2.3% | +142.4% | -144.8% | -15.5% |
| 1Y | +0.6% | +120.4% | -119.9% | -12.1% |
| 3Y | +90.9% | +122.1% | -31.2% | +61.3% |
| 5Y | +52.5% | -69.8% | +122.3% | +53.8% |
| All | +52.5% | -70.2% | +122.7% | +53.8% |
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