+182.1%
RNG vs FIVE
+62.8%
+119.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | +2.3% | +2.4% | -0.2% | +2.0% |
| 30D | -3.4% | +15.8% | -19.2% | -4.7% |
| 3M | +20.9% | +3.8% | +17.1% | +20.1% |
| 6M | +82.2% | +18.5% | +63.7% | +77.9% |
| YTD | +164.6% | +31.2% | +133.4% | +151.7% |
| All | +182.1% | +62.8% | +119.4% | +159.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling