+504.9%
P vs RNG
+285.8%
+219.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.3% | +6.0% |
| 7D | -9.6% | -6.2% | -3.4% | -7.8% |
| 30D | -33.4% | -8.0% | -25.4% | -31.6% |
| 3M | +14.2% | +15.7% | -1.5% | +9.6% |
| 6M | +31.6% | +60.3% | -28.8% | +12.4% |
| YTD | +53.5% | +153.8% | -100.3% | +9.8% |
| 1Y | +14.2% | +172.2% | -158.0% | -20.0% |
| 3Y | +190.5% | +174.8% | +15.7% | +94.4% |
| 5Y | +256.3% | -68.6% | +325.0% | +315.1% |
| 10Y | +707.9% | +248.2% | +459.7% | +349.0% |
| All | +504.9% | +285.8% | +219.2% | +234.3% |
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