+604.5%
XYZ vs RNG
+215.2%
+389.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -3.7% | -4.1% | +0.3% | -1.8% |
| 30D | +0.5% | +8.6% | -8.1% | -3.8% |
| 3M | +16.3% | +78.0% | -61.7% | -16.3% |
| 6M | +21.1% | +67.0% | -45.9% | -12.3% |
| YTD | +22.0% | +142.4% | -120.4% | -31.7% |
| 1Y | +5.2% | +120.4% | -115.3% | -38.5% |
| 3Y | +49.6% | +122.1% | -72.5% | -20.5% |
| 5Y | -68.4% | -69.8% | +1.4% | -52.9% |
| 10Y | +604.5% | +223.4% | +381.1% | +234.9% |
| All | +604.5% | +215.2% | +389.3% | +234.9% |
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