-72.2%
CAPR vs RNG
+63.8%
-136.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.7% | -10.7% | -9.6% |
| 7D | +7.6% | -6.0% | +13.7% | +4.7% |
| 30D | +13.3% | -7.4% | +20.6% | +9.3% |
| 3M | +130.4% | +14.6% | +115.8% | +151.6% |
| All | -72.2% | +63.8% | -136.0% | -58.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling