-99.8%
BIYA vs RNG
+158.3%
-258.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | -1.8% | -6.1% | +4.3% | -0.1% |
| 30D | -17.5% | +9.6% | -27.1% | -19.7% |
| 3M | -78.0% | +83.3% | -161.3% | -79.7% |
| 6M | -89.5% | +77.9% | -167.4% | -90.3% |
| YTD | -94.3% | +139.9% | -234.2% | -95.1% |
| 1Y | -98.6% | +121.7% | -220.2% | -98.8% |
| All | -99.8% | +158.3% | -258.0% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling