+1,381.0%
NET vs RNG
-37.8%
+1,418.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.3% | -2.5% |
| 7D | -16.4% | -9.6% | -6.8% | -11.7% |
| 30D | -25.8% | -1.4% | -24.5% | -25.3% |
| 3M | -11.5% | +28.8% | -40.3% | -22.6% |
| 6M | +18.9% | +65.6% | -46.7% | -12.8% |
| YTD | +35.2% | +171.4% | -136.2% | -30.5% |
| 1Y | +14.5% | +185.3% | -170.9% | -43.0% |
| 3Y | +313.8% | +176.8% | +137.1% | +85.5% |
| 5Y | +32.6% | -67.4% | +100.0% | +85.1% |
| All | +1,381.0% | -37.8% | +1,418.8% | +1,596.4% |
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