+44.6%
AU vs RNG
+179.4%
-134.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.2% | +8.2% | +8.0% |
| 7D | +0.8% | -9.6% | +10.3% | +1.0% |
| 30D | -7.0% | -1.4% | -5.6% | -6.9% |
| 3M | +8.5% | +28.8% | -20.2% | +8.3% |
| 6M | -1.3% | +65.6% | -66.9% | -2.1% |
| YTD | +6.8% | +171.4% | -164.6% | -1.3% |
| 1Y | +44.6% | +185.3% | -140.7% | +31.7% |
| All | +44.6% | +179.4% | -134.8% | +31.7% |
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