+363.5%
SE vs RNG
+83.4%
+280.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | -0.5% | +4.6% | -5.1% | -2.2% |
| 30D | -20.9% | +0.4% | -21.4% | -21.6% |
| 3M | -38.9% | +11.4% | -50.3% | -42.2% |
| 6M | -19.4% | +95.7% | -115.1% | -40.8% |
| YTD | -40.9% | +162.9% | -203.8% | -64.2% |
| 1Y | -46.2% | +180.3% | -226.4% | -68.4% |
| 3Y | +63.7% | +188.3% | -124.6% | -16.5% |
| 5Y | -77.9% | -72.5% | -5.4% | -70.3% |
| All | +363.5% | +83.4% | +280.1% | +204.8% |
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