+17.1%
EW vs RNG
+120.7%
-103.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +0.8% | -3.4% |
| 7D | -4.4% | -0.8% | -3.6% | -4.4% |
| 30D | -3.3% | +11.4% | -14.7% | -3.8% |
| 3M | +1.0% | +72.1% | -71.1% | -1.4% |
| 6M | +6.2% | +67.9% | -61.7% | +3.5% |
| YTD | +1.7% | +144.3% | -142.6% | -2.9% |
| 1Y | +8.1% | +117.5% | -109.4% | +3.7% |
| 3Y | +17.1% | +123.9% | -106.8% | +6.9% |
| All | +17.1% | +120.7% | -103.6% | +6.9% |
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