+305.4%
RNG vs SUI
+317.8%
-12.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.3% | -3.5% | -3.7% |
| 7D | +5.8% | -2.8% | +8.6% | +7.4% |
| 30D | +19.6% | -1.2% | +20.8% | +20.1% |
| 3M | +67.0% | -1.7% | +68.8% | +68.6% |
| 6M | +88.4% | -10.5% | +98.8% | +98.7% |
| YTD | +155.5% | -1.8% | +157.3% | +156.5% |
| 1Y | +141.7% | -4.1% | +145.8% | +144.8% |
| 3Y | +131.1% | +11.3% | +119.8% | +109.6% |
| 5Y | -70.6% | -32.1% | -38.5% | -65.6% |
| 10Y | +228.2% | +110.4% | +117.8% | +145.9% |
| All | +305.4% | +317.8% | -12.4% | +139.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling