-18.5%
Z vs RNG
+236.7%
-255.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.3% | -2.6% |
| 7D | -4.9% | +2.3% | -7.2% | -5.7% |
| 30D | +3.0% | -3.4% | +6.4% | +3.8% |
| 3M | -13.4% | +20.9% | -34.3% | -19.2% |
| 6M | -27.3% | +82.2% | -109.5% | -42.3% |
| YTD | -57.8% | +164.6% | -222.4% | -71.9% |
| 1Y | -60.0% | +177.0% | -237.0% | -73.8% |
| 3Y | -21.5% | +177.4% | -198.9% | -51.3% |
| 5Y | -55.0% | -72.3% | +17.4% | -44.0% |
| All | -18.5% | +236.7% | -255.1% | -47.1% |
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