+652.6%
P vs RNG
+247.5%
+405.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.6% | -1.0% |
| 7D | -13.3% | -6.0% | -7.3% | -11.6% |
| 30D | -34.0% | -7.4% | -26.6% | -32.3% |
| 3M | +4.1% | +14.6% | -10.5% | 0.0% |
| 6M | +30.5% | +61.5% | -31.1% | +11.0% |
| YTD | +52.2% | +155.7% | -103.5% | +8.0% |
| 1Y | +10.3% | +172.5% | -162.2% | -23.2% |
| 3Y | +180.9% | +168.0% | +12.8% | +87.9% |
| 5Y | +259.7% | -73.8% | +333.5% | +357.8% |
| 10Y | +652.6% | +240.3% | +412.4% | +324.1% |
| All | +652.6% | +247.5% | +405.1% | +324.1% |
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