-66.9%
S vs RNG
-75.4%
+8.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.8% |
| 7D | +1.4% | -6.0% | +7.4% | +4.8% |
| 30D | -10.8% | -7.4% | -3.5% | -7.0% |
| 3M | +5.4% | +14.6% | -9.2% | -1.4% |
| 6M | +41.2% | +61.5% | -20.3% | +7.5% |
| YTD | +56.2% | +155.7% | -99.5% | -12.5% |
| 1Y | +36.3% | +172.5% | -136.2% | -26.6% |
| 3Y | +49.4% | +168.0% | -118.6% | -27.7% |
| 5Y | -66.9% | -73.8% | +6.9% | -24.0% |
| All | -66.9% | -75.4% | +8.5% | -24.0% |
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