+533.2%
XYZ vs RNG
+225.3%
+307.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | +1.2% |
| 7D | -1.0% | +5.8% | -6.7% | -3.8% |
| 30D | -1.7% | +19.6% | -21.3% | -10.2% |
| 3M | +16.7% | +67.0% | -50.3% | -12.4% |
| 6M | +26.9% | +88.4% | -61.5% | -12.9% |
| YTD | +27.1% | +155.5% | -128.3% | -29.3% |
| 1Y | +9.3% | +141.7% | -132.4% | -38.0% |
| 3Y | +42.3% | +131.1% | -88.8% | -24.0% |
| 5Y | -69.3% | -70.6% | +1.3% | -55.1% |
| 10Y | +586.8% | +228.2% | +358.6% | +273.2% |
| All | +533.2% | +225.3% | +307.9% | +246.8% |
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