+43.2%
DD vs RNG
+122.1%
-78.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.5% |
| 7D | -3.8% | -4.1% | +0.3% | -3.4% |
| 30D | -9.2% | +8.6% | -17.9% | -10.2% |
| 3M | -9.0% | +78.0% | -87.0% | -15.8% |
| 6M | -5.0% | +67.0% | -72.0% | -12.1% |
| YTD | +7.4% | +142.4% | -135.0% | -8.5% |
| 1Y | +35.1% | +120.4% | -85.3% | +16.8% |
| All | +43.2% | +122.1% | -78.9% | +16.8% |
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