-63.9%
XYZ vs RNG
-69.1%
+5.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +3.0% |
| 7D | +12.1% | -11.3% | +23.5% | +18.4% |
| 30D | +12.4% | -5.7% | +18.1% | +14.6% |
| 3M | +8.2% | +16.8% | -8.6% | -0.9% |
| 6M | +20.7% | +58.5% | -37.8% | -8.0% |
| YTD | +31.3% | +151.3% | -120.0% | -26.0% |
| 1Y | +20.5% | +169.0% | -148.5% | -34.8% |
| 3Y | +72.6% | +156.9% | -84.3% | -13.2% |
| All | -63.9% | -69.1% | +5.2% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling