+37.1%
EW vs RNG
+67.8%
-30.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.7% |
| 7D | +6.5% | -3.5% | +10.0% | +6.5% |
| 30D | +22.5% | -3.8% | +26.2% | +22.4% |
| 3M | +13.0% | +18.6% | -5.6% | +12.6% |
| 6M | +37.1% | +69.2% | -32.1% | +36.4% |
| All | +37.1% | +67.8% | -30.7% | +36.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling