+293.8%
SO vs RNG
+340.1%
-46.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.2% |
| 7D | +1.4% | +4.6% | -3.3% | +1.2% |
| 30D | +4.7% | +0.4% | +4.3% | +4.6% |
| 3M | +1.7% | +11.4% | -9.7% | +1.2% |
| 6M | +2.2% | +95.7% | -93.5% | -0.8% |
| YTD | +10.0% | +162.9% | -152.9% | +5.0% |
| 1Y | +6.0% | +180.3% | -174.2% | +0.9% |
| 3Y | +54.1% | +188.3% | -134.2% | +44.5% |
| 5Y | +79.6% | -72.5% | +152.2% | +85.4% |
| 10Y | +195.5% | +236.7% | -41.2% | +184.9% |
| All | +293.8% | +340.1% | -46.3% | +282.7% |
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