+215.0%
RNG vs SNY
+64.5%
+150.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -6.1% | -3.3% | -2.8% | -5.0% |
| 30D | +9.6% | -2.2% | +11.8% | +10.4% |
| 3M | +83.3% | -3.0% | +86.4% | +85.4% |
| 6M | +77.9% | +2.7% | +75.2% | +75.9% |
| YTD | +139.9% | -6.8% | +146.8% | +144.2% |
| 1Y | +121.7% | -5.3% | +126.9% | +123.9% |
| 3Y | +121.9% | -9.8% | +131.7% | +121.3% |
| 5Y | -68.4% | +9.7% | -78.0% | -71.7% |
| All | +215.0% | +64.5% | +150.5% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling