-26.5%
AR vs RNG
+349.4%
-375.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.3% |
| 7D | +2.1% | -3.5% | +5.6% | +2.4% |
| 30D | +4.5% | -3.8% | +8.3% | +4.8% |
| 3M | +1.0% | +18.6% | -17.6% | -0.7% |
| 6M | +4.4% | +69.2% | -64.8% | -1.1% |
| YTD | +10.9% | +161.9% | -151.0% | -0.1% |
| 1Y | +8.6% | +176.2% | -167.7% | -2.8% |
| 3Y | +48.5% | +174.5% | -126.0% | +30.5% |
| 5Y | +95.7% | -71.9% | +167.7% | +96.9% |
| 10Y | +55.5% | +235.4% | -179.9% | +5.2% |
| All | -26.5% | +349.4% | -375.9% | -54.9% |
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 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