-25.5%
AR vs RNG
+351.1%
-376.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.1% |
| 7D | +7.4% | +4.6% | +2.8% | +7.0% |
| 30D | +5.8% | +0.4% | +5.3% | +5.6% |
| 3M | +5.2% | +11.4% | -6.2% | +4.0% |
| 6M | +5.4% | +95.7% | -90.2% | -1.3% |
| YTD | +12.4% | +162.9% | -150.5% | +1.2% |
| 1Y | +12.8% | +180.3% | -167.4% | +0.9% |
| 3Y | +47.2% | +188.3% | -141.2% | +28.8% |
| 5Y | +101.1% | -72.5% | +173.7% | +102.6% |
| 10Y | +57.6% | +236.7% | -179.1% | +6.6% |
| All | -25.5% | +351.1% | -376.6% | -54.2% |
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