-64.8%
Z vs RNG
-70.5%
+5.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -0.7% |
| 7D | -3.0% | +5.8% | -8.8% | -5.0% |
| 30D | -4.2% | +19.6% | -23.8% | -10.1% |
| 3M | -3.7% | +67.0% | -70.7% | -21.0% |
| 6M | -24.5% | +88.4% | -112.9% | -42.0% |
| YTD | -49.3% | +155.5% | -204.8% | -66.4% |
| 1Y | -58.7% | +141.7% | -200.3% | -72.1% |
| 3Y | -34.1% | +131.1% | -165.2% | -57.6% |
| All | -64.8% | -70.5% | +5.7% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling