-71.5%
S vs RNG
-70.8%
-0.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | -0.1% |
| 7D | -5.8% | -0.8% | -5.0% | -5.7% |
| 30D | -9.2% | +11.4% | -20.6% | -14.1% |
| 3M | +23.4% | +72.1% | -48.7% | -8.2% |
| 6M | +36.9% | +67.9% | -31.0% | +2.0% |
| YTD | +29.5% | +144.3% | -114.8% | -24.8% |
| 1Y | +5.4% | +117.5% | -112.1% | -35.3% |
| 3Y | +14.7% | +123.9% | -109.2% | -37.4% |
| 5Y | -71.5% | -70.1% | -1.4% | -55.4% |
| All | -71.5% | -70.8% | -0.7% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling