+368.3%
RF vs RNG
+320.7%
+47.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.1% |
| 7D | -0.9% | -11.3% | +10.4% | +0.8% |
| 30D | +6.0% | -5.7% | +11.7% | +6.7% |
| 3M | -8.9% | +16.8% | -25.7% | -11.4% |
| 6M | +2.3% | +58.5% | -56.1% | -6.0% |
| YTD | +7.6% | +151.3% | -143.8% | -9.8% |
| 1Y | +21.2% | +169.0% | -147.8% | +0.5% |
| 3Y | +108.5% | +156.9% | -48.4% | +69.8% |
| 5Y | +43.2% | -69.0% | +112.2% | +45.5% |
| 10Y | +288.1% | +262.0% | +26.1% | +129.7% |
| All | +368.3% | +320.7% | +47.5% | +167.3% |
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