+196.7%
W vs RNG
+503.5%
-306.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | +0.2% | +4.6% | -4.4% | -2.1% |
| 30D | +6.8% | +0.4% | +6.4% | +6.4% |
| 3M | +10.7% | +11.4% | -0.7% | +3.6% |
| 6M | +86.3% | +95.7% | -9.3% | +25.3% |
| YTD | +11.5% | +162.9% | -151.4% | -41.3% |
| 1Y | +5.1% | +180.3% | -175.2% | -46.8% |
| 3Y | +171.0% | +188.3% | -17.4% | +28.9% |
| 5Y | -56.6% | -72.5% | +15.9% | -40.9% |
| 10Y | +213.4% | +236.7% | -23.3% | +71.1% |
| All | +196.7% | +503.5% | -306.8% | +48.8% |
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 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