-24.2%
AR vs RNG
+338.4%
-362.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.4% |
| 7D | +2.5% | +5.8% | -3.3% | +2.0% |
| 30D | +14.8% | +19.6% | -4.8% | +13.0% |
| 3M | +6.2% | +67.0% | -60.8% | +1.0% |
| 6M | +4.3% | +88.4% | -84.1% | -2.3% |
| YTD | +14.4% | +155.5% | -141.1% | +3.4% |
| 1Y | +21.3% | +141.7% | -120.3% | +10.0% |
| 3Y | +39.8% | +131.1% | -91.3% | +24.7% |
| 5Y | +142.1% | -70.6% | +212.7% | +142.1% |
| 10Y | +52.0% | +228.2% | -176.2% | +3.0% |
| All | -24.2% | +338.4% | -362.6% | -53.3% |
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