+506.3%
NOW vs RNG
+247.5%
+258.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.4% |
| 7D | -8.7% | -6.0% | -2.7% | -6.5% |
| 30D | -29.3% | -7.4% | -21.9% | -27.0% |
| 3M | -21.8% | +14.6% | -36.4% | -25.8% |
| 6M | +9.2% | +61.5% | -52.3% | -9.7% |
| YTD | -35.0% | +155.7% | -190.6% | -56.1% |
| 1Y | -42.5% | +172.5% | -215.0% | -62.1% |
| 3Y | -21.5% | +168.0% | -189.6% | -51.7% |
| 5Y | -25.8% | -73.8% | +48.0% | +4.5% |
| 10Y | +506.3% | +240.3% | +266.1% | +145.7% |
| All | +506.3% | +247.5% | +258.9% | +145.7% |
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 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