+26.8%
PL vs RNG
-77.6%
+104.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.9% | +13.3% | +11.3% |
| 7D | -6.8% | -11.3% | +4.5% | -3.3% |
| 30D | -29.3% | -5.7% | -23.6% | -27.9% |
| 3M | -44.8% | +16.8% | -61.5% | -47.6% |
| 6M | -68.4% | +58.5% | -126.8% | -73.7% |
| YTD | -36.4% | +151.3% | -187.7% | -57.8% |
| 1Y | +0.7% | +169.0% | -168.3% | -35.2% |
| 3Y | +455.3% | +156.9% | +298.4% | +255.6% |
| 5Y | +22.7% | -69.0% | +91.7% | +36.3% |
| All | +26.8% | -77.6% | +104.4% | +40.3% |
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 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