+2,223.9%
TER vs RNG
+327.7%
+1,896.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.9% | +9.4% | +6.4% |
| 7D | +0.6% | +5.8% | -5.2% | -0.8% |
| 30D | -8.3% | +19.6% | -27.9% | -12.3% |
| 3M | -12.2% | +67.0% | -79.2% | -24.2% |
| 6M | +17.1% | +88.4% | -71.3% | -4.4% |
| YTD | +84.7% | +155.5% | -70.8% | +35.3% |
| 1Y | +199.9% | +141.7% | +58.2% | +122.1% |
| 3Y | +232.8% | +131.1% | +101.7% | +138.0% |
| 5Y | +198.6% | -70.6% | +269.2% | +232.7% |
| 10Y | +1,669.7% | +228.2% | +1,441.5% | +932.5% |
| All | +2,223.9% | +327.7% | +1,896.2% | +1,150.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling