+33.0%
Q vs RNG
+128.6%
-95.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.5% |
| 7D | +4.9% | -6.1% | +11.0% | +4.6% |
| 30D | -11.0% | +9.6% | -20.6% | -10.5% |
| 3M | -15.2% | +83.3% | -98.5% | -12.8% |
| 6M | +8.8% | +77.9% | -69.1% | +11.1% |
| YTD | +55.1% | +139.9% | -84.8% | +53.7% |
| All | +33.0% | +128.6% | -95.6% | +31.2% |
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