+33.3%
CAPR vs RNG
+116.0%
-82.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.9% | -4.9% |
| 7D | -12.6% | -4.1% | -8.6% | -13.5% |
| 30D | +124.4% | +8.6% | +115.8% | +130.7% |
| 3M | -66.8% | +78.0% | -144.8% | -60.4% |
| 6M | -71.8% | +67.0% | -138.8% | -66.6% |
| YTD | -70.1% | +142.4% | -212.5% | -61.2% |
| 1Y | +33.3% | +120.4% | -87.1% | +75.4% |
| All | +33.3% | +116.0% | -82.7% | +75.4% |
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