+911.5%
BE vs RNG
-7.1%
+918.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -3.9% | +11.2% | +8.6% |
| 7D | +20.0% | +5.8% | +14.2% | +17.8% |
| 30D | +7.9% | +19.6% | -11.7% | +1.4% |
| 3M | -13.2% | +67.0% | -80.2% | -30.5% |
| 6M | +53.5% | +88.4% | -34.9% | +12.8% |
| YTD | +191.0% | +155.5% | +35.5% | +76.2% |
| 1Y | +360.5% | +141.7% | +218.8% | +182.6% |
| 3Y | +1,568.0% | +131.1% | +1,436.9% | +873.5% |
| 5Y | +1,055.2% | -70.6% | +1,125.8% | +1,389.8% |
| All | +911.5% | -7.1% | +918.6% | +831.7% |
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