+75.2%
D vs RNG
+165.4%
-90.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | +0.8% | -6.2% | +7.0% | +0.8% |
| 30D | +10.7% | -8.0% | +18.7% | +10.7% |
| 3M | +2.3% | +15.7% | -13.4% | +2.1% |
| 6M | +12.5% | +60.3% | -47.9% | +12.0% |
| YTD | +20.1% | +153.8% | -133.7% | +17.7% |
| 1Y | +15.6% | +172.2% | -156.6% | +12.9% |
| 3Y | +75.2% | +174.8% | -99.7% | +60.8% |
| All | +75.2% | +165.4% | -90.2% | +60.8% |
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