-56.3%
Z vs RNG
-69.1%
+12.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.4% | -1.4% |
| 7D | -4.6% | -11.3% | +6.8% | -0.4% |
| 30D | +8.3% | -5.7% | +14.0% | +10.2% |
| 3M | -11.6% | +16.8% | -28.4% | -16.7% |
| 6M | -33.6% | +58.5% | -92.1% | -45.1% |
| YTD | -56.7% | +151.3% | -208.0% | -71.1% |
| 1Y | -59.1% | +169.0% | -228.1% | -73.4% |
| 3Y | -20.4% | +156.9% | -177.3% | -50.5% |
| All | -56.3% | -69.1% | +12.8% | -45.9% |
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