+15.9%
D vs RNG
+176.7%
-160.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -1.4% | +4.6% | -6.0% | -1.2% |
| 30D | +7.7% | +0.4% | +7.3% | +7.7% |
| 3M | -0.3% | +11.4% | -11.7% | +0.1% |
| 6M | +10.1% | +95.7% | -85.6% | +12.5% |
| YTD | +19.1% | +162.9% | -143.8% | +21.7% |
| 1Y | +15.9% | +180.3% | -164.4% | +20.6% |
| All | +15.9% | +176.7% | -160.8% | +20.6% |
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 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