+102.6%
BB vs RNG
+144.7%
-42.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.5% |
| 7D | -5.6% | +5.8% | -11.4% | -6.4% |
| 30D | -11.8% | +19.6% | -31.4% | -13.9% |
| 3M | -25.5% | +67.0% | -92.6% | -31.0% |
| 6M | +121.3% | +88.4% | +32.9% | +99.1% |
| YTD | +103.2% | +155.5% | -52.3% | +71.1% |
| 1Y | +102.6% | +141.7% | -39.0% | +75.2% |
| All | +102.6% | +144.7% | -42.1% | +75.2% |
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