+65.2%
CAPR vs RNG
+176.7%
-111.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.7% | -6.3% | -7.1% |
| 7D | +5.9% | +4.6% | +1.3% | +7.1% |
| 30D | +44.6% | +0.4% | +44.2% | +44.9% |
| 3M | +126.4% | +11.4% | +115.0% | +137.1% |
| 6M | -68.6% | +95.7% | -164.3% | -59.7% |
| YTD | -67.0% | +162.9% | -229.9% | -52.1% |
| 1Y | +65.2% | +180.3% | -115.1% | +440.9% |
| All | +65.2% | +176.7% | -111.5% | +440.9% |
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