+81.7%
SPY vs RNG
-70.2%
+151.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | -0.4% | -4.1% | +3.7% | +0.1% |
| 30D | -1.4% | +8.6% | -10.0% | -2.5% |
| 3M | +3.7% | +78.0% | -74.3% | -4.4% |
| 6M | +13.0% | +67.0% | -54.0% | +4.2% |
| YTD | +12.4% | +142.4% | -130.0% | -3.0% |
| 1Y | +18.5% | +120.4% | -101.9% | +3.5% |
| 3Y | +77.6% | +122.1% | -44.5% | +49.8% |
| 5Y | +81.7% | -69.8% | +151.5% | +82.6% |
| All | +81.7% | -70.2% | +151.9% | +82.6% |
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