+144.5%
ASX vs RNG
+177.2%
-32.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.1% | -4.0% |
| 7D | +22.1% | +2.3% | +19.8% | +22.1% |
| 30D | -23.8% | -3.4% | -20.4% | -23.7% |
| 3M | -7.6% | +20.9% | -28.5% | -5.9% |
| 6M | +6.9% | +82.2% | -75.3% | +12.5% |
| YTD | +127.7% | +164.6% | -37.0% | +133.9% |
| 1Y | +144.5% | +177.0% | -32.5% | +144.8% |
| All | +144.5% | +177.2% | -32.7% | +144.8% |
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