+554.8%
XYZ vs RNG
+225.6%
+329.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -3.7% |
| 7D | +12.6% | -6.0% | +18.6% | +16.0% |
| 30D | +10.8% | -7.4% | +18.1% | +14.1% |
| 3M | +8.4% | +14.6% | -6.2% | -0.2% |
| 6M | +14.3% | +61.5% | -47.2% | -14.8% |
| YTD | +31.5% | +155.7% | -124.2% | -27.8% |
| 1Y | +28.1% | +172.5% | -144.3% | -32.3% |
| 3Y | +66.2% | +168.0% | -101.8% | -18.8% |
| 5Y | -62.3% | -73.8% | +11.4% | -41.2% |
| 10Y | +634.6% | +240.3% | +394.3% | +291.9% |
| All | +554.8% | +225.6% | +329.2% | +253.8% |
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