-62.4%
W vs RNG
-70.0%
+7.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +3.1% |
| 7D | +6.5% | -0.8% | +7.3% | +6.7% |
| 30D | -6.2% | +11.4% | -17.6% | -13.0% |
| 3M | +48.9% | +72.1% | -23.2% | +3.1% |
| 6M | +31.2% | +67.9% | -36.7% | -11.9% |
| YTD | -0.4% | +144.3% | -144.8% | -52.0% |
| 1Y | +14.8% | +117.5% | -102.7% | -41.0% |
| 3Y | +40.5% | +123.9% | -83.4% | -34.6% |
| All | -62.4% | -70.0% | +7.6% | -51.8% |
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