+311.2%
SPY vs RNG
+223.4%
+87.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -2.0% | -9.6% | +7.6% | -0.6% |
| 30D | -1.7% | +8.8% | -10.5% | -2.9% |
| 3M | +4.7% | +78.6% | -73.9% | -4.3% |
| 6M | +12.5% | +70.3% | -57.8% | +2.6% |
| YTD | +11.7% | +140.3% | -128.6% | -4.6% |
| 1Y | +17.5% | +126.6% | -109.1% | +0.9% |
| 3Y | +76.6% | +120.2% | -43.6% | +47.4% |
| 5Y | +82.0% | -68.3% | +150.3% | +90.7% |
| All | +311.2% | +223.4% | +87.8% | +187.3% |
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 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