+215.0%
RNG vs BG
+166.7%
+48.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.1% |
| 7D | -6.1% | +3.1% | -9.2% | -6.6% |
| 30D | +9.6% | +10.2% | -0.6% | +7.9% |
| 3M | +83.3% | -1.7% | +85.0% | +83.2% |
| 6M | +77.9% | +1.0% | +77.0% | +76.8% |
| YTD | +139.9% | +39.9% | +100.0% | +124.7% |
| 1Y | +121.7% | +53.2% | +68.4% | +103.5% |
| 3Y | +121.9% | +16.3% | +105.6% | +111.7% |
| 5Y | -68.4% | +83.9% | -152.2% | -72.6% |
| All | +215.0% | +166.7% | +48.3% | +139.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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