+562.3%
SE vs RNG
+67.7%
+494.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.6% |
| 7D | -4.8% | -9.6% | +4.8% | -1.1% |
| 30D | -18.1% | +8.8% | -26.9% | -21.2% |
| 3M | +30.6% | +78.6% | -48.0% | +1.1% |
| 6M | +20.8% | +70.3% | -49.5% | -7.4% |
| YTD | -15.6% | +140.3% | -155.9% | -46.5% |
| 1Y | -44.2% | +126.6% | -170.8% | -64.1% |
| 3Y | +181.5% | +120.2% | +61.3% | +62.9% |
| 5Y | -66.9% | -68.3% | +1.4% | -57.8% |
| All | +562.3% | +67.7% | +494.6% | +355.8% |
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