+514.0%
NOW vs RNG
+234.5%
+279.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.8% |
| 7D | +0.3% | +4.6% | -4.3% | -1.5% |
| 30D | -27.0% | +0.4% | -27.4% | -26.9% |
| 3M | -19.6% | +11.4% | -31.1% | -22.8% |
| 6M | +17.5% | +95.7% | -78.2% | -9.6% |
| YTD | -33.3% | +162.9% | -196.1% | -55.4% |
| 1Y | -39.8% | +180.3% | -220.1% | -60.7% |
| 3Y | -19.9% | +188.3% | -208.3% | -52.1% |
| 5Y | -26.1% | -72.5% | +46.5% | +2.2% |
| All | +514.0% | +234.5% | +279.5% | +149.4% |
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