+481.9%
NYT vs RNG
+222.9%
+259.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -0.6% | -6.1% | +5.5% | +0.3% |
| 30D | +4.6% | +9.6% | -5.0% | +3.0% |
| 3M | -9.6% | +83.3% | -92.9% | -18.0% |
| 6M | -14.0% | +77.9% | -91.9% | -22.5% |
| YTD | -2.8% | +139.9% | -142.8% | -17.4% |
| 1Y | +15.6% | +121.7% | -106.1% | -0.9% |
| 3Y | +56.3% | +121.9% | -65.6% | +30.1% |
| 5Y | +39.5% | -68.4% | +107.9% | +45.7% |
| All | +481.9% | +222.9% | +259.1% | +258.6% |
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