+174.8%
RNG vs FIVE
+42.1%
+132.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | -0.1% |
| 7D | -6.2% | +6.2% | -12.4% | -7.4% |
| 30D | -8.0% | +18.2% | -26.2% | -11.2% |
| 3M | +15.7% | +3.8% | +11.9% | +14.3% |
| 6M | +60.3% | +13.7% | +46.6% | +54.7% |
| YTD | +153.8% | +34.7% | +119.1% | +134.4% |
| 1Y | +172.2% | +66.6% | +105.5% | +139.5% |
| 3Y | +174.8% | +44.3% | +130.5% | +112.7% |
| All | +174.8% | +42.1% | +132.8% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling