+96.9%
AU vs RNG
+144.7%
-47.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -2.3% |
| 7D | -3.6% | +5.8% | -9.4% | -3.6% |
| 30D | +23.9% | +19.6% | +4.3% | +23.8% |
| 3M | +19.1% | +67.0% | -47.9% | +18.3% |
| 6M | -0.2% | +88.4% | -88.5% | -1.3% |
| YTD | +32.5% | +155.5% | -123.0% | +25.3% |
| 1Y | +96.9% | +141.7% | -44.7% | +89.6% |
| All | +96.9% | +144.7% | -47.8% | +89.6% |
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