+213.6%
RF vs RNG
+234.5%
-20.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.3% |
| 7D | +1.9% | +4.6% | -2.7% | +1.3% |
| 30D | +7.3% | +0.4% | +6.9% | +7.1% |
| 3M | -7.9% | +11.4% | -19.3% | -9.7% |
| 6M | +10.5% | +95.7% | -85.2% | -0.9% |
| YTD | +9.6% | +162.9% | -153.2% | -7.7% |
| 1Y | +20.3% | +180.3% | -160.0% | +0.3% |
| 3Y | +119.5% | +188.3% | -68.8% | +78.2% |
| 5Y | +48.2% | -72.5% | +120.7% | +47.9% |
| All | +213.6% | +234.5% | -20.8% | +106.7% |
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