+24.7%
Z vs RNG
+273.8%
-249.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -0.8% |
| 7D | -3.0% | +5.8% | -8.8% | -4.9% |
| 30D | -4.2% | +19.6% | -23.8% | -9.9% |
| 3M | -3.7% | +67.0% | -70.7% | -20.3% |
| 6M | -24.5% | +88.4% | -112.9% | -41.3% |
| YTD | -49.3% | +155.5% | -204.8% | -65.7% |
| 1Y | -58.7% | +141.7% | -200.3% | -71.5% |
| 3Y | -34.1% | +131.1% | -165.2% | -56.4% |
| 5Y | -64.5% | -70.6% | +6.0% | -56.7% |
| 10Y | -0.5% | +228.2% | -228.7% | -46.3% |
| All | +24.7% | +273.8% | -249.1% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling