+15.3%
O vs RNG
-70.2%
+85.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -2.3% | -4.1% | +1.8% | -2.0% |
| 30D | -2.4% | +8.6% | -11.1% | -3.0% |
| 3M | -0.6% | +78.0% | -78.6% | -4.1% |
| 6M | -5.0% | +67.0% | -72.0% | -8.4% |
| YTD | +10.4% | +142.4% | -132.0% | +3.2% |
| 1Y | +6.6% | +120.4% | -113.9% | +0.2% |
| 3Y | +28.4% | +122.1% | -93.7% | +18.3% |
| 5Y | +15.3% | -69.8% | +85.1% | +15.4% |
| All | +15.3% | -70.2% | +85.5% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling