+223.4%
RNG vs FIVE
+486.0%
-262.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | +0.1% |
| 7D | -4.1% | +1.7% | -5.7% | -4.7% |
| 30D | +8.6% | +5.0% | +3.6% | +6.5% |
| 3M | +78.0% | +29.5% | +48.5% | +61.7% |
| 6M | +67.0% | +12.4% | +54.6% | +57.1% |
| YTD | +142.4% | +31.2% | +111.2% | +115.6% |
| 1Y | +120.4% | +72.9% | +47.6% | +77.2% |
| 3Y | +122.1% | +53.0% | +69.1% | +71.4% |
| 5Y | -69.8% | +34.2% | -104.0% | -75.9% |
| 10Y | +223.4% | +497.6% | -274.2% | +83.3% |
| All | +223.4% | +486.0% | -262.6% | +83.3% |
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