+42.6%
BEN vs RNG
+128.1%
-85.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -3.1% | -6.1% | +3.0% | -2.7% |
| 30D | +0.2% | +9.6% | -9.4% | -0.6% |
| 3M | +6.8% | +83.3% | -76.5% | +1.7% |
| 6M | +38.1% | +77.9% | -39.8% | +30.5% |
| YTD | +44.3% | +139.9% | -95.6% | +30.2% |
| 1Y | +42.6% | +121.7% | -79.1% | +26.5% |
| All | +42.6% | +128.1% | -85.5% | +26.5% |
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