+45.2%
PL vs RNG
-77.4%
+122.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +1.0% | +13.5% | +14.2% |
| 7D | +10.9% | -6.2% | +17.1% | +13.2% |
| 30D | -16.4% | -8.0% | -8.3% | -14.0% |
| 3M | -39.9% | +15.7% | -55.6% | -42.9% |
| 6M | -63.2% | +60.3% | -123.5% | -69.5% |
| YTD | -27.1% | +153.8% | -180.9% | -51.8% |
| 1Y | +12.2% | +172.2% | -160.0% | -28.0% |
| 3Y | +584.3% | +174.8% | +409.5% | +328.1% |
| 5Y | +37.0% | -68.6% | +105.6% | +51.8% |
| All | +45.2% | -77.4% | +122.6% | +60.2% |
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