-68.3%
RNG vs SPY
+79.8%
-148.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | +0.2% |
| 7D | -9.6% | -2.0% | -7.6% | -6.3% |
| 30D | +8.8% | -1.7% | +10.5% | +12.3% |
| 3M | +78.6% | +4.7% | +73.9% | +63.6% |
| 6M | +70.3% | +12.5% | +57.8% | +36.1% |
| YTD | +140.3% | +11.7% | +128.6% | +95.2% |
| 1Y | +126.6% | +17.5% | +109.1% | +67.7% |
| 3Y | +120.2% | +76.6% | +43.6% | -29.2% |
| 5Y | -68.3% | +82.0% | -150.3% | -89.9% |
| All | -68.3% | +79.8% | -148.1% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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