-15.6%
Z vs RNG
+234.5%
-250.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.1% | +3.7% |
| 7D | +0.8% | +4.6% | -3.8% | -0.7% |
| 30D | +5.2% | +0.4% | +4.8% | +4.7% |
| 3M | -17.0% | +11.4% | -28.5% | -20.5% |
| 6M | -22.7% | +95.7% | -118.3% | -40.1% |
| YTD | -56.3% | +162.9% | -219.2% | -70.9% |
| 1Y | -57.7% | +180.3% | -237.9% | -72.4% |
| 3Y | -16.5% | +188.3% | -204.9% | -48.9% |
| 5Y | -53.4% | -72.5% | +19.1% | -41.9% |
| All | -15.6% | +234.5% | -250.1% | -45.2% |
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 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