+638.0%
XYZ vs RNG
+259.3%
+378.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.1% |
| 7D | +14.9% | -6.2% | +21.1% | +18.6% |
| 30D | +14.7% | -8.0% | +22.7% | +18.6% |
| 3M | +12.1% | +15.7% | -3.6% | +2.5% |
| 6M | +18.3% | +60.3% | -42.0% | -12.5% |
| YTD | +36.1% | +153.8% | -117.7% | -26.8% |
| 1Y | +35.3% | +172.2% | -136.9% | -30.2% |
| 3Y | +73.5% | +174.8% | -101.3% | -19.2% |
| 5Y | -61.6% | -68.6% | +7.0% | -44.1% |
| 10Y | +638.0% | +248.2% | +389.8% | +220.0% |
| All | +638.0% | +259.3% | +378.7% | +220.0% |
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