+163.6%
W vs RNG
+486.5%
-322.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.4% | +4.5% |
| 7D | -4.2% | +5.8% | -10.0% | -7.1% |
| 30D | -7.6% | +19.6% | -27.2% | -16.3% |
| 3M | +37.2% | +67.0% | -29.9% | +2.2% |
| 6M | +26.3% | +88.4% | -62.0% | -15.0% |
| YTD | -1.0% | +155.5% | -156.5% | -46.8% |
| 1Y | +20.1% | +141.7% | -121.6% | -34.2% |
| 3Y | +37.8% | +131.1% | -93.3% | -25.6% |
| 5Y | -63.7% | -70.6% | +6.9% | -52.0% |
| 10Y | +156.3% | +228.2% | -71.9% | +42.7% |
| All | +163.6% | +486.5% | -322.9% | +35.1% |
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