+233.7%
RNG vs FIVE
+504.2%
-270.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +4.6% | +2.7% | +2.0% | +3.6% |
| 30D | +0.4% | +12.7% | -12.2% | -3.6% |
| 3M | +11.4% | +2.1% | +9.4% | +9.8% |
| 6M | +95.7% | +17.5% | +78.2% | +82.1% |
| YTD | +162.9% | +31.0% | +131.9% | +133.3% |
| 1Y | +180.3% | +67.7% | +112.5% | +128.0% |
| 3Y | +188.3% | +43.4% | +145.0% | +127.8% |
| 5Y | -72.5% | +18.1% | -90.6% | -77.4% |
| All | +233.7% | +504.2% | -270.4% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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