-74.2%
OPEN vs RNG
-74.6%
+0.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -11.4% | -6.1% | -5.3% | -8.0% |
| 30D | -20.1% | +9.6% | -29.7% | -24.9% |
| 3M | -37.6% | +83.3% | -120.9% | -59.5% |
| 6M | -47.1% | +77.9% | -125.0% | -66.3% |
| YTD | -52.1% | +139.9% | -192.1% | -76.8% |
| 1Y | -73.5% | +121.7% | -195.1% | -86.4% |
| 3Y | -24.4% | +121.9% | -146.3% | -66.4% |
| 5Y | -85.1% | -68.4% | -16.8% | -79.4% |
| All | -74.2% | -74.6% | +0.4% | -55.5% |
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