+62.5%
T vs RNG
+234.5%
-172.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +2.5% | +4.6% | -2.1% | +2.3% |
| 30D | -3.8% | +0.4% | -4.2% | -3.9% |
| 3M | -8.7% | +11.4% | -20.2% | -9.4% |
| 6M | -8.1% | +95.7% | -103.8% | -11.3% |
| YTD | -6.4% | +162.9% | -169.3% | -11.5% |
| 1Y | -9.8% | +180.3% | -190.0% | -14.9% |
| 3Y | +65.5% | +188.3% | -122.9% | +53.5% |
| 5Y | +57.0% | -72.5% | +129.5% | +58.9% |
| All | +62.5% | +234.5% | -172.0% | +38.3% |
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