-99.8%
BIYA vs RNG
+158.7%
-258.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | -1.3% | -9.6% | +8.3% | +1.4% |
| 30D | -15.9% | +8.8% | -24.7% | -18.1% |
| 3M | -81.2% | +78.6% | -159.9% | -82.6% |
| 6M | -88.2% | +70.3% | -158.5% | -89.1% |
| YTD | -94.1% | +140.3% | -234.5% | -95.0% |
| 1Y | -98.7% | +126.6% | -225.3% | -98.8% |
| All | -99.8% | +158.7% | -258.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling