+305.7%
RNG vs FIVE
+464.2%
-158.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -6.0% | +7.3% | -13.3% | -8.2% |
| 30D | -7.4% | +18.1% | -25.4% | -12.2% |
| 3M | +14.6% | +7.7% | +6.9% | +11.2% |
| 6M | +61.5% | +13.6% | +47.9% | +52.5% |
| YTD | +155.7% | +34.6% | +121.1% | +126.7% |
| 1Y | +172.5% | +66.2% | +106.2% | +125.2% |
| 3Y | +168.0% | +43.5% | +124.5% | +114.6% |
| 5Y | -73.8% | +20.7% | -94.4% | -78.2% |
| 10Y | +240.3% | +541.5% | -301.2% | +82.5% |
| All | +305.7% | +464.2% | -158.5% | +103.1% |
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