+3.4%
EXC vs RNG
+144.7%
-141.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -2.0% |
| 7D | -0.7% | +5.8% | -6.4% | -0.7% |
| 30D | -4.6% | +19.6% | -24.2% | -4.6% |
| 3M | -2.2% | +67.0% | -69.2% | -2.3% |
| 6M | -10.6% | +88.4% | -98.9% | -10.5% |
| YTD | +1.9% | +155.5% | -153.6% | +2.6% |
| 1Y | +3.4% | +141.7% | -138.3% | +3.5% |
| All | +3.4% | +144.7% | -141.3% | +3.5% |
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