+21.3%
AR vs RNG
+144.7%
-123.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.6% |
| 7D | +2.5% | +5.8% | -3.3% | +2.4% |
| 30D | +14.8% | +19.6% | -4.8% | +14.3% |
| 3M | +6.2% | +67.0% | -60.8% | +4.4% |
| 6M | +4.3% | +88.4% | -84.1% | +2.5% |
| YTD | +14.4% | +155.5% | -141.1% | +11.5% |
| 1Y | +21.3% | +141.7% | -120.3% | +16.6% |
| All | +21.3% | +144.7% | -123.4% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling