+32.9%
PL vs RNG
-71.6%
+104.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.1% | -3.4% |
| 7D | +22.3% | +2.3% | +20.0% | +21.2% |
| 30D | -8.3% | -3.4% | -4.9% | -7.2% |
| 3M | -43.3% | +20.9% | -64.2% | -47.1% |
| 6M | -65.8% | +82.2% | -148.0% | -73.4% |
| YTD | -29.5% | +164.6% | -194.1% | -55.8% |
| 1Y | +11.7% | +177.0% | -165.3% | -31.4% |
| 3Y | +540.6% | +177.4% | +363.1% | +280.4% |
| 5Y | +32.9% | -72.3% | +105.2% | +142.6% |
| All | +32.9% | -71.6% | +104.4% | +142.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling