-4.1%
BB vs RNG
+327.7%
-331.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +1.1% |
| 7D | -5.6% | +5.8% | -11.4% | -7.3% |
| 30D | -11.8% | +19.6% | -31.4% | -16.4% |
| 3M | -25.5% | +67.0% | -92.6% | -37.3% |
| 6M | +121.3% | +88.4% | +32.9% | +76.9% |
| YTD | +103.2% | +155.5% | -52.3% | +44.1% |
| 1Y | +102.6% | +141.7% | -39.0% | +45.6% |
| 3Y | +37.5% | +131.1% | -93.6% | -3.2% |
| 5Y | -30.4% | -70.6% | +40.1% | -22.9% |
| 10Y | 0.0% | +228.2% | -228.2% | -46.4% |
| All | -4.1% | +327.7% | -331.8% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling