+64.7%
D vs RNG
+130.4%
-65.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.4% |
| 7D | +1.5% | +5.8% | -4.3% | +1.4% |
| 30D | -2.6% | +19.6% | -22.2% | -2.9% |
| 3M | 0.0% | +67.0% | -67.0% | -1.0% |
| 6M | +7.4% | +88.4% | -81.0% | +5.6% |
| YTD | +15.9% | +155.5% | -139.6% | +12.0% |
| 1Y | +18.1% | +141.7% | -123.6% | +14.4% |
| All | +64.7% | +130.4% | -65.6% | +48.6% |
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 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