+154.8%
SO vs RNG
+223.4%
-68.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.1% | -9.6% | +8.4% | -0.7% |
| 30D | -3.7% | +8.8% | -12.6% | -4.1% |
| 3M | -5.9% | +78.6% | -84.5% | -8.4% |
| 6M | -7.3% | +70.3% | -77.6% | -9.9% |
| YTD | +3.1% | +140.3% | -137.2% | -1.9% |
| 1Y | -1.0% | +126.6% | -127.6% | -5.6% |
| 3Y | +43.2% | +120.2% | -77.0% | +34.7% |
| 5Y | +59.1% | -68.3% | +127.4% | +65.3% |
| All | +154.8% | +223.4% | -68.7% | +143.1% |
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