-41.8%
TECH vs RNG
-70.0%
+28.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | +0.7% |
| 7D | +0.2% | -0.8% | +1.0% | +0.3% |
| 30D | +0.1% | +11.4% | -11.3% | -2.3% |
| 3M | +37.5% | +72.1% | -34.6% | +20.9% |
| 6M | +34.6% | +67.9% | -33.4% | +17.9% |
| YTD | +23.5% | +144.3% | -120.9% | -2.6% |
| 1Y | +34.4% | +117.5% | -83.1% | +8.4% |
| 3Y | +2.3% | +123.9% | -121.6% | -21.2% |
| All | -41.8% | -70.0% | +28.2% | -37.1% |
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