-68.5%
U vs RNG
-69.9%
+1.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | 0.0% |
| 7D | +4.4% | -4.1% | +8.4% | +6.7% |
| 30D | -1.3% | +8.6% | -9.9% | -6.7% |
| 3M | +49.6% | +78.0% | -28.4% | +1.2% |
| 6M | +100.2% | +67.0% | +33.2% | +36.1% |
| YTD | -3.7% | +142.4% | -146.1% | -52.5% |
| 1Y | -6.5% | +120.4% | -127.0% | -51.0% |
| 3Y | +12.9% | +122.1% | -109.2% | -48.3% |
| All | -68.5% | -69.9% | +1.3% | -46.2% |
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