+465.9%
SPY vs RNG
+327.7%
+138.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.1% |
| 7D | +0.1% | +5.8% | -5.7% | -0.7% |
| 30D | +0.1% | +19.6% | -19.6% | -2.4% |
| 3M | +2.0% | +67.0% | -65.0% | -5.7% |
| 6M | +13.0% | +88.4% | -75.4% | +1.8% |
| YTD | +13.5% | +155.5% | -141.9% | -3.4% |
| 1Y | +20.0% | +141.7% | -121.7% | +2.6% |
| 3Y | +77.2% | +131.1% | -53.9% | +47.9% |
| 5Y | +81.9% | -70.6% | +152.5% | +91.1% |
| 10Y | +314.1% | +228.2% | +85.8% | +196.1% |
| All | +465.9% | +327.7% | +138.1% | +290.5% |
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