+48.5%
BB vs RNG
+122.1%
-73.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.3% |
| 7D | +1.8% | -4.1% | +5.9% | +2.9% |
| 30D | -12.2% | +8.6% | -20.9% | -14.4% |
| 3M | -12.3% | +78.0% | -90.3% | -27.1% |
| 6M | +122.7% | +67.0% | +55.7% | +86.1% |
| YTD | +104.5% | +142.4% | -37.9% | +46.0% |
| 1Y | +106.7% | +120.4% | -13.8% | +52.4% |
| All | +48.5% | +122.1% | -73.6% | +1.3% |
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