-49.3%
COMP vs RNG
-76.2%
+26.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.9% | +13.6% | +12.2% |
| 7D | +13.4% | -11.3% | +24.8% | +20.3% |
| 30D | +11.1% | -5.7% | +16.8% | +13.8% |
| 3M | -18.8% | +16.8% | -35.6% | -26.1% |
| 6M | +10.5% | +58.5% | -48.0% | -17.8% |
| YTD | -3.4% | +151.3% | -154.7% | -49.9% |
| 1Y | +19.7% | +169.0% | -149.3% | -40.5% |
| 3Y | +381.6% | +156.9% | +224.7% | +112.5% |
| 5Y | -17.6% | -69.0% | +51.4% | -6.5% |
| All | -49.3% | -76.2% | +26.9% | -38.1% |
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