+32.7%
ED vs RNG
+122.1%
-89.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -0.2% | -4.1% | +3.9% | -0.3% |
| 30D | +1.9% | +8.6% | -6.7% | +2.2% |
| 3M | +1.9% | +78.0% | -76.1% | +3.7% |
| 6M | -2.3% | +67.0% | -69.3% | -0.5% |
| YTD | +10.9% | +142.4% | -131.5% | +14.3% |
| 1Y | +14.5% | +120.4% | -105.9% | +18.0% |
| All | +32.7% | +122.1% | -89.4% | +33.9% |
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