-68.6%
RNG vs NWSA
+40.0%
-108.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.4% |
| 7D | -6.1% | -2.8% | -3.3% | -3.6% |
| 30D | +9.6% | +3.0% | +6.6% | +6.8% |
| 3M | +83.3% | +12.3% | +71.0% | +65.4% |
| 6M | +77.9% | +21.9% | +56.1% | +48.5% |
| YTD | +139.9% | +13.6% | +126.4% | +112.7% |
| 1Y | +121.7% | +0.5% | +121.2% | +118.3% |
| 3Y | +121.9% | +43.8% | +78.1% | +49.3% |
| All | -68.6% | +40.0% | -108.6% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling