+141.7%
RNG vs NWSA
+5.5%
+136.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -2.6% |
| 7D | +5.8% | -1.9% | +7.7% | +7.3% |
| 30D | +19.6% | +4.6% | +15.0% | +15.6% |
| 3M | +67.0% | +13.2% | +53.8% | +52.3% |
| 6M | +88.4% | +27.0% | +61.4% | +58.2% |
| YTD | +155.5% | +16.8% | +138.6% | +125.3% |
| 1Y | +141.7% | +4.5% | +137.2% | +130.5% |
| All | +141.7% | +5.5% | +136.2% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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