+284.7%
RNG vs NWSA
+111.0%
+173.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -4.1% | -3.1% | -1.0% | -2.4% |
| 30D | +8.6% | +4.3% | +4.4% | +6.4% |
| 3M | +78.0% | +9.2% | +68.7% | +70.3% |
| 6M | +67.0% | +21.6% | +45.5% | +51.0% |
| YTD | +142.4% | +14.2% | +128.2% | +126.3% |
| 1Y | +120.4% | +1.8% | +118.7% | +117.8% |
| 3Y | +122.1% | +44.4% | +77.7% | +83.9% |
| 5Y | -69.8% | +41.0% | -110.8% | -74.8% |
| 10Y | +223.4% | +150.0% | +73.3% | +102.5% |
| All | +284.7% | +111.0% | +173.7% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling