-70.4%
CAPR vs RNG
+328.0%
-398.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.7% | -10.7% | -10.0% |
| 7D | +7.6% | -6.0% | +13.7% | +8.5% |
| 30D | +13.3% | -7.4% | +20.6% | +14.2% |
| 3M | +130.4% | +14.6% | +115.8% | +124.8% |
| 6M | -70.8% | +61.5% | -132.3% | -73.8% |
| YTD | -69.3% | +155.7% | -224.9% | -75.0% |
| 1Y | +59.5% | +172.5% | -112.9% | +28.0% |
| 3Y | +216.8% | +168.0% | +48.8% | +149.2% |
| 5Y | +152.7% | -73.8% | +226.5% | +185.9% |
| 10Y | -68.2% | +240.3% | -308.5% | -72.5% |
| All | -70.4% | +328.0% | -398.5% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling