+192.9%
SO vs RNG
+236.7%
-43.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.5% |
| 7D | -0.9% | +2.3% | -3.2% | -1.0% |
| 30D | +4.9% | -3.4% | +8.3% | +5.0% |
| 3M | +0.8% | +20.9% | -20.1% | -0.2% |
| 6M | +0.6% | +82.2% | -81.6% | -2.4% |
| YTD | +8.7% | +164.6% | -156.0% | +2.9% |
| 1Y | +4.0% | +177.0% | -173.1% | -1.8% |
| 3Y | +50.6% | +177.4% | -126.8% | +39.8% |
| 5Y | +77.5% | -72.3% | +149.8% | +87.9% |
| All | +192.9% | +236.7% | -43.8% | +187.9% |
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