+457.6%
SPY vs RNG
+343.0%
+114.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.5% |
| 7D | +3.3% | +2.3% | +1.0% | +3.0% |
| 30D | -2.7% | -3.4% | +0.7% | -2.3% |
| 3M | -1.7% | +20.9% | -22.6% | -4.6% |
| 6M | +3.1% | +82.2% | -79.1% | -6.4% |
| YTD | +11.9% | +164.6% | -152.7% | -5.5% |
| 1Y | +12.0% | +177.0% | -165.0% | -6.1% |
| 3Y | +78.2% | +177.4% | -99.2% | +44.8% |
| 5Y | +73.2% | -72.3% | +145.6% | +84.1% |
| 10Y | +309.6% | +238.9% | +70.7% | +191.3% |
| All | +457.6% | +343.0% | +114.6% | +282.0% |
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