+43.4%
CAPR vs RNG
+120.7%
-77.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.4% | +0.7% | -3.6% |
| 7D | -9.5% | -0.8% | -8.7% | -9.5% |
| 30D | +121.5% | +11.4% | +110.1% | +120.7% |
| 3M | -65.4% | +72.1% | -137.5% | -66.6% |
| 6M | -67.5% | +67.9% | -135.5% | -68.9% |
| YTD | -68.6% | +144.3% | -213.0% | -72.0% |
| 1Y | +42.7% | +117.5% | -74.9% | +30.2% |
| 3Y | +43.4% | +123.9% | -80.5% | +10.3% |
| All | +43.4% | +120.7% | -77.3% | +10.3% |
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