+26.0%
EL vs RNG
+176.7%
-150.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +1.5% | +4.6% | -3.1% | +1.0% |
| 30D | +10.0% | +0.4% | +9.6% | +9.9% |
| 3M | +28.4% | +11.4% | +17.0% | +26.5% |
| 6M | +37.1% | +95.7% | -58.6% | +25.7% |
| YTD | +7.8% | +162.9% | -155.1% | -9.1% |
| 1Y | +26.0% | +180.3% | -154.2% | +5.4% |
| All | +26.0% | +176.7% | -150.6% | +5.4% |
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