+485.4%
P vs RNG
+288.3%
+197.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.9% | +5.3% | +2.5% |
| 7D | +6.5% | +5.8% | +0.8% | +4.9% |
| 30D | +18.8% | +19.6% | -0.8% | +12.8% |
| 3M | +26.7% | +67.0% | -40.3% | +7.3% |
| 6M | +62.2% | +88.4% | -26.2% | +30.6% |
| YTD | +48.5% | +155.5% | -107.0% | +5.9% |
| 1Y | +26.4% | +141.7% | -115.3% | -8.8% |
| 3Y | +159.4% | +131.1% | +28.3% | +81.6% |
| 5Y | +275.8% | -70.6% | +346.4% | +344.2% |
| 10Y | +732.0% | +228.2% | +503.8% | +366.3% |
| All | +485.4% | +288.3% | +197.0% | +222.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling