-53.4%
S vs RNG
-77.0%
+23.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.3% |
| 7D | +0.1% | -9.6% | +9.6% | +5.0% |
| 30D | -11.8% | +8.8% | -20.6% | -15.6% |
| 3M | +33.9% | +78.6% | -44.7% | -2.1% |
| 6M | +40.1% | +70.3% | -30.2% | +3.7% |
| YTD | +32.1% | +140.3% | -108.3% | -22.6% |
| 1Y | +11.0% | +126.6% | -115.6% | -33.3% |
| 3Y | +16.9% | +120.2% | -103.3% | -35.6% |
| 5Y | -68.9% | -68.3% | -0.6% | -51.6% |
| All | -53.4% | -77.0% | +23.6% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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