+203.1%
B vs RNG
+130.7%
+72.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.9% | +1.7% | -2.0% |
| 7D | -1.6% | +5.8% | -7.4% | -1.8% |
| 30D | +9.4% | +19.6% | -10.2% | +8.6% |
| 3M | +5.0% | +67.0% | -62.0% | +2.5% |
| 6M | -3.5% | +88.4% | -91.9% | -6.9% |
| YTD | +4.5% | +155.5% | -151.0% | -2.5% |
| 1Y | +67.8% | +141.7% | -73.9% | +57.2% |
| All | +203.1% | +130.7% | +72.4% | +178.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling