+1,449.6%
NET vs RNG
-41.4%
+1,491.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | +0.1% |
| 7D | -7.0% | +5.8% | -12.8% | -9.8% |
| 30D | -4.8% | +19.6% | -24.4% | -13.3% |
| 3M | +3.8% | +67.0% | -63.2% | -23.7% |
| 6M | +50.0% | +88.4% | -38.3% | +1.8% |
| YTD | +41.5% | +155.5% | -114.0% | -24.9% |
| 1Y | +32.8% | +141.7% | -108.8% | -28.0% |
| 3Y | +335.9% | +131.1% | +204.8% | +117.3% |
| 5Y | +113.8% | -70.6% | +184.4% | +212.8% |
| All | +1,449.6% | -41.4% | +1,491.0% | +1,733.1% |
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 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