+1,497.3%
TER vs RNG
+328.0%
+1,169.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.4% |
| 7D | -8.9% | -6.0% | -2.9% | -7.5% |
| 30D | -39.1% | -7.4% | -31.7% | -37.9% |
| 3M | -32.8% | +14.6% | -47.3% | -35.1% |
| 6M | -31.7% | +61.5% | -93.3% | -41.2% |
| YTD | +26.9% | +155.7% | -128.7% | -7.2% |
| 1Y | +33.6% | +172.5% | -138.9% | -4.1% |
| 3Y | +181.5% | +168.0% | +13.5% | +93.7% |
| 5Y | +76.1% | -73.8% | +149.9% | +103.9% |
| 10Y | +1,006.2% | +240.3% | +765.9% | +541.1% |
| All | +1,497.3% | +328.0% | +1,169.3% | +758.0% |
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 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