+696.9%
P vs RNG
+215.2%
+481.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.3% | -3.8% |
| 7D | +5.0% | -4.1% | +9.1% | +6.2% |
| 30D | -0.9% | +8.6% | -9.6% | -3.6% |
| 3M | +38.7% | +78.0% | -39.3% | +14.6% |
| 6M | +54.4% | +67.0% | -12.7% | +28.3% |
| YTD | +44.8% | +142.4% | -97.6% | +4.0% |
| 1Y | +22.5% | +120.4% | -97.9% | -9.8% |
| 3Y | +148.2% | +122.1% | +26.1% | +74.2% |
| 5Y | +268.9% | -69.8% | +338.8% | +338.4% |
| 10Y | +696.9% | +223.4% | +473.5% | +304.2% |
| All | +696.9% | +215.2% | +481.6% | +304.2% |
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