+305.4%
RNG vs SPY
+466.1%
-160.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.4% |
| 7D | +5.8% | +0.1% | +5.7% | +5.7% |
| 30D | +19.6% | +0.1% | +19.6% | +19.7% |
| 3M | +67.0% | +2.0% | +65.0% | +62.1% |
| 6M | +88.4% | +13.0% | +75.4% | +57.9% |
| YTD | +155.5% | +13.5% | +141.9% | +113.7% |
| 1Y | +141.7% | +20.0% | +121.7% | +87.6% |
| 3Y | +131.1% | +77.2% | +53.9% | +5.9% |
| 5Y | -70.6% | +81.9% | -152.5% | -86.0% |
| 10Y | +228.2% | +314.1% | -85.8% | -44.7% |
| All | +305.4% | +466.1% | -160.7% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling