+293.6%
RNG vs USFR
+27.6%
+266.0%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.1% | +0.1% | -4.1% | -4.1% |
| 30D | +8.6% | +0.3% | +8.4% | +8.5% |
| 3M | +78.0% | +1.0% | +77.0% | +77.4% |
| 6M | +67.0% | +1.9% | +65.1% | +66.1% |
| YTD | +142.4% | +2.7% | +139.8% | +140.7% |
| 1Y | +120.4% | +4.0% | +116.5% | +118.2% |
| 3Y | +122.1% | +14.0% | +108.1% | +115.1% |
| 5Y | -69.8% | +20.4% | -90.3% | -71.4% |
| 10Y | +223.4% | +28.0% | +195.4% | +198.4% |
| All | +293.6% | +27.6% | +266.0% | +254.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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