+188.9%
TECH vs RNG
+215.2%
-26.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -0.1% | -4.1% | +4.0% | +0.8% |
| 30D | +0.3% | +8.6% | -8.4% | -1.8% |
| 3M | +32.9% | +78.0% | -45.0% | +14.6% |
| 6M | +32.1% | +67.0% | -35.0% | +14.4% |
| YTD | +23.4% | +142.4% | -119.0% | -4.4% |
| 1Y | +34.1% | +120.4% | -86.4% | +5.7% |
| 3Y | +2.2% | +122.1% | -119.9% | -22.8% |
| 5Y | -41.8% | -69.8% | +28.0% | -34.7% |
| 10Y | +188.9% | +223.4% | -34.5% | +80.5% |
| All | +188.9% | +215.2% | -26.3% | +80.5% |
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 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