+189.4%
O vs RNG
+327.7%
-138.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.5% |
| 7D | -0.7% | +5.8% | -6.5% | -1.1% |
| 30D | -1.9% | +19.6% | -21.5% | -3.1% |
| 3M | +3.8% | +67.0% | -63.2% | -0.1% |
| 6M | -4.7% | +88.4% | -93.1% | -9.6% |
| YTD | +12.5% | +155.5% | -143.0% | +3.7% |
| 1Y | +10.8% | +141.7% | -130.8% | +2.4% |
| 3Y | +28.8% | +131.1% | -102.3% | +17.2% |
| 5Y | +13.2% | -70.6% | +83.8% | +16.3% |
| 10Y | +53.5% | +228.2% | -174.8% | +35.9% |
| All | +189.4% | +327.7% | -138.3% | +156.4% |
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 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