-83.6%
OPEN vs RNG
-70.8%
-12.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.8% | +0.1% |
| 7D | +1.0% | -0.8% | +1.8% | +1.3% |
| 30D | -11.9% | +11.4% | -23.3% | -18.2% |
| 3M | -28.8% | +72.1% | -100.9% | -52.4% |
| 6M | -38.6% | +67.9% | -106.5% | -60.0% |
| YTD | -47.3% | +144.3% | -191.7% | -75.4% |
| 1Y | -49.2% | +117.5% | -166.7% | -74.0% |
| 3Y | -18.8% | +123.9% | -142.7% | -65.5% |
| 5Y | -83.6% | -70.1% | -13.5% | -76.4% |
| All | -83.6% | -70.8% | -12.8% | -76.4% |
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