-66.3%
SE vs RNG
-70.2%
+3.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.8% |
| 7D | -3.6% | -4.1% | +0.4% | -2.2% |
| 30D | -5.3% | +8.6% | -13.9% | -8.9% |
| 3M | +28.1% | +78.0% | -49.9% | -0.9% |
| 6M | +20.7% | +67.0% | -46.4% | -6.9% |
| YTD | -14.8% | +142.4% | -157.2% | -46.9% |
| 1Y | -43.6% | +120.4% | -164.0% | -63.6% |
| 3Y | +184.2% | +122.1% | +62.1% | +58.6% |
| 5Y | -66.3% | -69.8% | +3.5% | -47.0% |
| All | -66.3% | -70.2% | +3.9% | -47.0% |
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