-89.0%
OPEN vs RNG
-72.2%
-16.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -3.0% | -3.2% |
| 7D | -15.0% | +4.6% | -19.6% | -17.3% |
| 30D | -40.2% | +0.4% | -40.6% | -40.2% |
| 3M | -67.4% | +11.4% | -78.8% | -69.7% |
| 6M | -74.0% | +95.7% | -169.7% | -84.0% |
| YTD | -79.6% | +162.9% | -242.5% | -90.6% |
| 1Y | -86.1% | +180.3% | -266.4% | -93.9% |
| 3Y | -41.4% | +188.3% | -229.7% | -78.3% |
| 5Y | -94.9% | -72.5% | -22.3% | -92.4% |
| All | -89.0% | -72.2% | -16.8% | -82.1% |
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