+54.4%
BEN vs RNG
+122.1%
-67.6%
-40.0%
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% | -1.4% |
| 7D | +3.4% | -4.1% | +7.4% | +4.0% |
| 30D | +1.8% | +8.6% | -6.9% | +0.2% |
| 3M | +8.4% | +78.0% | -69.6% | -2.6% |
| 6M | +35.6% | +67.0% | -31.4% | +21.7% |
| YTD | +46.4% | +142.4% | -96.1% | +19.3% |
| 1Y | +46.3% | +120.4% | -74.1% | +21.4% |
| All | +54.4% | +122.1% | -67.6% | +19.0% |
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