+294.1%
SO vs RNG
+328.0%
-34.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | +0.1% |
| 7D | -0.1% | -6.0% | +5.9% | +0.1% |
| 30D | +8.7% | -7.4% | +16.0% | +8.9% |
| 3M | +3.4% | +14.6% | -11.2% | +2.7% |
| 6M | +3.7% | +61.5% | -57.8% | +1.5% |
| YTD | +10.0% | +155.7% | -145.6% | +5.2% |
| 1Y | +6.6% | +172.5% | -165.9% | +1.5% |
| 3Y | +52.5% | +168.0% | -115.5% | +43.4% |
| 5Y | +76.1% | -73.8% | +149.8% | +82.1% |
| 10Y | +194.9% | +240.3% | -45.4% | +184.5% |
| All | +294.1% | +328.0% | -34.0% | +283.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling