+155.2%
W vs RNG
+222.9%
-67.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.9% | -6.1% | +5.2% | +2.4% |
| 30D | -4.2% | +9.6% | -13.9% | -9.6% |
| 3M | +26.9% | +83.3% | -56.4% | -11.5% |
| 6M | +31.2% | +77.9% | -46.7% | -10.8% |
| YTD | -1.8% | +139.9% | -141.8% | -47.5% |
| 1Y | +9.3% | +121.7% | -112.3% | -39.6% |
| 3Y | +33.2% | +121.9% | -88.7% | -29.7% |
| 5Y | -62.4% | -68.4% | +5.9% | -50.4% |
| All | +155.2% | +222.9% | -67.6% | +35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling