+233.7%
RNG vs SUI
+123.0%
+110.7%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | +4.6% | -1.5% | +6.1% | +5.4% |
| 30D | +0.4% | +3.7% | -3.3% | -2.3% |
| 3M | +11.4% | -0.4% | +11.8% | +10.6% |
| 6M | +95.7% | -2.8% | +98.5% | +96.6% |
| YTD | +162.9% | -1.6% | +164.5% | +161.7% |
| 1Y | +180.3% | -2.1% | +182.3% | +179.4% |
| 3Y | +188.3% | +18.5% | +169.9% | +148.1% |
| 5Y | -72.5% | -26.5% | -46.0% | -68.9% |
| All | +233.7% | +123.0% | +110.7% | +159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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