+131.7%
RNG vs FIVE
+56.0%
+75.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.1% | -9.0% | -4.9% |
| 7D | +5.8% | +4.3% | +1.5% | +4.8% |
| 30D | +19.6% | +12.5% | +7.1% | +16.3% |
| 3M | +67.0% | +31.2% | +35.8% | +56.8% |
| 6M | +88.4% | +14.4% | +74.0% | +80.6% |
| YTD | +155.5% | +33.9% | +121.6% | +136.1% |
| 1Y | +141.7% | +65.1% | +76.6% | +112.0% |
| All | +131.7% | +56.0% | +75.7% | +79.0% |
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