+59.0%
SO vs RNG
-70.0%
+129.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +1.1% |
| 7D | +1.0% | -0.8% | +1.8% | +1.0% |
| 30D | -3.2% | +11.4% | -14.6% | -3.4% |
| 3M | -1.7% | +72.1% | -73.8% | -2.6% |
| 6M | -7.2% | +67.9% | -75.1% | -8.1% |
| YTD | +4.6% | +144.3% | -139.8% | +2.5% |
| 1Y | +1.2% | +117.5% | -116.3% | -0.5% |
| 3Y | +45.3% | +123.9% | -78.6% | +41.3% |
| All | +59.0% | -70.0% | +129.0% | +53.3% |
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