+1,141.3%
NDAQ vs RNG
+340.1%
+801.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.5% |
| 6M | +21.1% | +95.7% | -74.6% | +9.1% |
| YTD | +12.8% | +162.9% | -150.1% | -3.9% |
| 1Y | +25.7% | +180.3% | -154.6% | +6.0% |
| 3Y | +116.8% | +188.3% | -71.5% | +76.7% |
| 5Y | +67.3% | -72.5% | +139.8% | +76.8% |
| 10Y | +473.3% | +236.7% | +236.6% | +327.4% |
| All | +1,141.3% | +340.1% | +801.2% | +797.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling