+66.9%
T vs RNG
+223.4%
-156.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.6% |
| 7D | -2.4% | -9.6% | +7.1% | -2.0% |
| 30D | +4.3% | +8.8% | -4.5% | +3.8% |
| 3M | +11.6% | +78.6% | -67.1% | +8.4% |
| 6M | -5.6% | +70.3% | -75.9% | -8.3% |
| YTD | +6.6% | +140.3% | -133.8% | +1.4% |
| 1Y | -8.4% | +126.6% | -135.0% | -12.6% |
| 3Y | +107.8% | +120.2% | -12.4% | +95.8% |
| 5Y | +68.3% | -68.3% | +136.6% | +69.3% |
| All | +66.9% | +223.4% | -156.5% | +42.0% |
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 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