-31.9%
EL vs RNG
+122.1%
-154.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.7% |
| 7D | -2.4% | -4.1% | +1.7% | -1.6% |
| 30D | +13.7% | +8.6% | +5.0% | +11.4% |
| 3M | +14.5% | +78.0% | -63.5% | -0.5% |
| 6M | +7.4% | +67.0% | -59.6% | -6.7% |
| YTD | -4.7% | +142.4% | -147.1% | -27.0% |
| 1Y | +12.9% | +120.4% | -107.5% | -11.5% |
| All | -31.9% | +122.1% | -154.0% | -53.0% |
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