+43.5%
F vs RNG
+154.7%
-111.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.4% |
| 7D | +1.6% | -11.3% | +12.9% | +2.8% |
| 30D | +2.6% | -5.7% | +8.3% | +3.0% |
| 3M | -8.8% | +16.8% | -25.6% | -10.8% |
| 6M | +4.6% | +58.5% | -53.8% | -1.7% |
| YTD | -1.9% | +151.3% | -153.2% | -16.2% |
| 1Y | -0.8% | +169.0% | -169.8% | -16.4% |
| 3Y | +43.5% | +156.9% | -113.4% | +13.2% |
| All | +43.5% | +154.7% | -111.2% | +13.2% |
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 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