-14.5%
Z vs RNG
+259.3%
-273.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.5% |
| 7D | -5.2% | -6.2% | +1.1% | -2.9% |
| 30D | +5.7% | -8.0% | +13.8% | +8.4% |
| 3M | -8.7% | +15.7% | -24.4% | -13.6% |
| 6M | -26.0% | +60.3% | -86.3% | -38.6% |
| YTD | -55.0% | +153.8% | -208.8% | -69.6% |
| 1Y | -58.0% | +172.2% | -230.2% | -72.3% |
| 3Y | -15.2% | +174.8% | -190.0% | -47.1% |
| 5Y | -53.8% | -68.6% | +14.8% | -45.2% |
| 10Y | -14.5% | +248.2% | -262.7% | -43.5% |
| All | -14.5% | +259.3% | -273.8% | -43.5% |
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