+114.6%
ALL vs RNG
+177.9%
-63.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.3% |
| 7D | -2.6% | -3.5% | +0.9% | -2.4% |
| 30D | +12.7% | -3.8% | +16.5% | +12.8% |
| 3M | +0.4% | +18.6% | -18.2% | -0.7% |
| 6M | +23.8% | +69.2% | -45.4% | +20.0% |
| YTD | +27.8% | +161.9% | -134.1% | +21.7% |
| 1Y | +28.9% | +176.2% | -147.3% | +22.5% |
| All | +114.6% | +177.9% | -63.3% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling