-5.8%
Z vs RNG
+216.3%
-222.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.4% | -2.1% | -5.0% |
| 7D | -3.3% | -0.8% | -2.4% | -2.9% |
| 30D | -3.7% | +11.4% | -15.1% | -7.1% |
| 3M | -7.0% | +72.1% | -79.1% | -23.7% |
| 6M | -29.5% | +67.9% | -97.4% | -42.8% |
| YTD | -52.6% | +144.3% | -196.9% | -67.3% |
| 1Y | -64.0% | +117.5% | -181.5% | -74.2% |
| 3Y | -36.4% | +123.9% | -160.3% | -57.4% |
| 5Y | -65.8% | -70.1% | +4.3% | -58.4% |
| 10Y | -5.8% | +215.9% | -221.7% | -39.4% |
| All | -5.8% | +216.3% | -222.1% | -39.4% |
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