+18.9%
ES vs RNG
+121.6%
-102.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +0.6% |
| 7D | +1.4% | -0.8% | +2.2% | +1.4% |
| 30D | -1.2% | +11.4% | -12.6% | -1.0% |
| 3M | +5.0% | +72.1% | -67.1% | +5.8% |
| 6M | -2.8% | +67.9% | -70.8% | -2.1% |
| YTD | +8.6% | +144.3% | -135.8% | +9.9% |
| 1Y | +18.9% | +117.5% | -98.6% | +20.0% |
| All | +18.9% | +121.6% | -102.6% | +20.0% |
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 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