+97.2%
NI vs RNG
-68.4%
+165.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | 0.0% | -6.1% | +6.1% | +0.2% |
| 30D | -1.4% | +9.6% | -11.0% | -1.7% |
| 3M | -10.6% | +83.3% | -93.9% | -12.5% |
| 6M | -9.3% | +77.9% | -87.3% | -11.5% |
| YTD | +1.1% | +139.9% | -138.8% | -2.9% |
| 1Y | +3.4% | +121.7% | -118.3% | -0.5% |
| 3Y | +67.9% | +121.9% | -54.0% | +59.6% |
| All | +97.2% | -68.4% | +165.5% | +86.7% |
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