+420.1%
NI vs RNG
+309.1%
+111.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.4% | +5.6% | +1.5% |
| 7D | +2.3% | -0.8% | +3.1% | +2.3% |
| 30D | -1.7% | +11.4% | -13.1% | -2.3% |
| 3M | -8.0% | +72.1% | -80.1% | -11.1% |
| 6M | -8.6% | +67.9% | -76.6% | -11.9% |
| YTD | +2.3% | +144.3% | -142.0% | -4.1% |
| 1Y | +6.9% | +117.5% | -110.6% | +0.8% |
| 3Y | +70.6% | +123.9% | -53.3% | +57.8% |
| 5Y | +96.4% | -70.1% | +166.5% | +101.7% |
| 10Y | +136.1% | +215.9% | -79.7% | +99.0% |
| All | +420.1% | +309.1% | +111.0% | +327.3% |
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