-16.0%
Z vs RNG
+247.5%
-263.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.7% | -6.3% | -5.8% |
| 7D | -6.5% | -6.0% | -0.4% | -4.3% |
| 30D | -0.1% | -7.4% | +7.2% | +2.2% |
| 3M | -14.1% | +14.6% | -28.7% | -18.4% |
| 6M | -30.1% | +61.5% | -91.6% | -42.1% |
| YTD | -57.5% | +155.7% | -213.2% | -71.4% |
| 1Y | -60.3% | +172.5% | -232.8% | -73.9% |
| 3Y | -21.0% | +168.0% | -189.0% | -50.4% |
| 5Y | -54.9% | -73.8% | +18.9% | -42.9% |
| 10Y | -16.0% | +240.3% | -256.3% | -45.9% |
| All | -16.0% | +247.5% | -263.5% | -45.9% |
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