+403.2%
RF vs RNG
+327.7%
+75.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.5% |
| 7D | +1.3% | +5.8% | -4.5% | +0.5% |
| 30D | -3.6% | +19.6% | -23.2% | -6.3% |
| 3M | +8.1% | +67.0% | -58.9% | -0.7% |
| 6M | +11.5% | +88.4% | -76.9% | -0.5% |
| YTD | +15.6% | +155.5% | -139.9% | -2.9% |
| 1Y | +15.7% | +141.7% | -126.0% | -2.3% |
| 3Y | +86.9% | +131.1% | -44.2% | +54.9% |
| 5Y | +89.8% | -70.6% | +160.4% | +94.5% |
| 10Y | +344.7% | +228.2% | +116.5% | +168.7% |
| All | +403.2% | +327.7% | +75.4% | +187.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling