+228.2%
TER vs RNG
-70.2%
+298.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.3% |
| 7D | +12.4% | -4.1% | +16.4% | +13.1% |
| 30D | +5.1% | +8.6% | -3.5% | +3.0% |
| 3M | +4.0% | +78.0% | -74.0% | -10.0% |
| 6M | +29.5% | +67.0% | -37.5% | +11.5% |
| YTD | +98.5% | +142.4% | -44.0% | +50.2% |
| 1Y | +234.1% | +120.4% | +113.6% | +158.6% |
| 3Y | +289.0% | +122.1% | +166.9% | +185.5% |
| 5Y | +228.2% | -69.8% | +298.0% | +250.0% |
| All | +228.2% | -70.2% | +298.4% | +250.0% |
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 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