+309.8%
BE vs RNG
+128.1%
+181.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.2% | +6.9% | +6.6% |
| 7D | +9.0% | -6.1% | +15.1% | +6.9% |
| 30D | +16.3% | +9.6% | +6.7% | +20.3% |
| 3M | +10.8% | +83.3% | -72.5% | +38.9% |
| 6M | +73.2% | +77.9% | -4.7% | +118.9% |
| YTD | +217.4% | +139.9% | +77.4% | +340.3% |
| 1Y | +309.8% | +121.7% | +188.1% | +454.9% |
| All | +309.8% | +128.1% | +181.7% | +454.9% |
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