+878.3%
NOW vs RNG
+324.9%
+553.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | -3.1% | -6.2% | +3.2% | -0.5% |
| 30D | -27.0% | -8.0% | -19.0% | -24.4% |
| 3M | -17.7% | +15.7% | -33.4% | -22.2% |
| 6M | +12.7% | +60.3% | -47.6% | -6.7% |
| YTD | -32.9% | +153.8% | -186.7% | -54.8% |
| 1Y | -40.4% | +172.2% | -212.5% | -60.9% |
| 3Y | -17.1% | +174.8% | -191.9% | -49.8% |
| 5Y | -25.7% | -68.6% | +43.0% | -5.3% |
| 10Y | +504.6% | +248.2% | +256.4% | +144.5% |
| All | +878.3% | +324.9% | +553.4% | +256.7% |
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 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