-40.9%
TECH vs RNG
-75.4%
+34.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.2% |
| 7D | +0.2% | -6.0% | +6.2% | +1.5% |
| 30D | +0.5% | -7.4% | +7.8% | +1.8% |
| 3M | +1.1% | +14.6% | -13.5% | -2.5% |
| 6M | +51.0% | +61.5% | -10.5% | +32.9% |
| YTD | +24.4% | +155.7% | -131.3% | -4.0% |
| 1Y | +27.4% | +172.5% | -145.0% | -3.3% |
| 3Y | +28.5% | +168.0% | -139.5% | -6.0% |
| 5Y | -40.9% | -73.8% | +32.9% | -26.9% |
| All | -40.9% | -75.4% | +34.5% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling