+5.1%
EXC vs RNG
+116.0%
-110.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | +0.3% | -4.1% | +4.4% | +0.3% |
| 30D | -0.9% | +8.6% | -9.5% | -0.9% |
| 3M | -2.7% | +78.0% | -80.6% | -2.6% |
| 6M | -9.4% | +67.0% | -76.4% | -9.4% |
| YTD | +3.0% | +142.4% | -139.4% | +3.7% |
| 1Y | +5.1% | +120.4% | -115.3% | +4.2% |
| All | +5.1% | +116.0% | -110.9% | +4.2% |
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