+305.4%
RNG vs FIVE
+461.3%
-155.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.1% | -9.0% | -5.5% |
| 7D | +5.8% | +4.3% | +1.5% | +4.2% |
| 30D | +19.6% | +12.5% | +7.1% | +14.7% |
| 3M | +67.0% | +31.2% | +35.8% | +52.0% |
| 6M | +88.4% | +14.4% | +74.0% | +76.8% |
| YTD | +155.5% | +33.9% | +121.6% | +127.6% |
| 1Y | +141.7% | +65.1% | +76.6% | +100.1% |
| 3Y | +131.1% | +49.0% | +82.1% | +83.0% |
| 5Y | -70.6% | +30.3% | -100.9% | -76.0% |
| 10Y | +228.2% | +481.1% | -252.9% | +80.2% |
| All | +305.4% | +461.3% | -155.9% | +104.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling