+566.1%
XYZ vs RNG
+236.7%
+329.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.6% |
| 7D | -2.1% | +2.3% | -4.4% | -3.3% |
| 30D | +7.0% | -3.4% | +10.4% | +8.0% |
| 3M | +5.1% | +20.9% | -15.8% | -6.1% |
| 6M | +14.1% | +82.2% | -68.1% | -21.0% |
| YTD | +26.4% | +164.6% | -138.3% | -33.5% |
| 1Y | +25.1% | +177.0% | -151.9% | -36.0% |
| 3Y | +59.7% | +177.4% | -117.7% | -25.8% |
| 5Y | -63.8% | -72.3% | +8.5% | -42.2% |
| All | +566.1% | +236.7% | +329.4% | +180.6% |
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