+50.9%
O vs RNG
+223.4%
-172.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -3.5% | -9.6% | +6.1% | -2.8% |
| 30D | -3.3% | +8.8% | -12.1% | -4.0% |
| 3M | -2.8% | +78.6% | -81.5% | -7.4% |
| 6M | -5.8% | +70.3% | -76.0% | -10.4% |
| YTD | +9.4% | +140.3% | -130.9% | +0.3% |
| 1Y | +5.7% | +126.6% | -120.9% | -2.8% |
| 3Y | +27.2% | +120.2% | -93.0% | +14.8% |
| 5Y | +17.2% | -68.3% | +85.5% | +21.8% |
| All | +50.9% | +223.4% | -172.5% | +21.8% |
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