+122.3%
RNG vs NWSA
+43.0%
+79.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.3% |
| 7D | -9.6% | -4.8% | -4.8% | -6.3% |
| 30D | +8.8% | +3.0% | +5.8% | +6.7% |
| 3M | +78.6% | +9.3% | +69.3% | +67.7% |
| 6M | +70.3% | +23.2% | +47.1% | +46.3% |
| YTD | +140.3% | +13.3% | +127.0% | +118.7% |
| 1Y | +126.6% | +2.9% | +123.7% | +120.1% |
| All | +122.3% | +43.0% | +79.3% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling