+69.8%
FBTC vs RNG
+120.2%
-50.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.9% | +1.4% | -1.9% |
| 7D | +2.9% | +5.8% | -2.9% | +2.1% |
| 30D | +23.0% | +19.6% | +3.4% | +19.7% |
| 3M | +25.6% | +67.0% | -41.4% | +15.2% |
| 6M | +9.0% | +88.4% | -79.4% | -3.1% |
| YTD | -8.9% | +155.5% | -164.4% | -25.1% |
| 1Y | -27.5% | +141.7% | -169.2% | -39.8% |
| All | +69.8% | +120.2% | -50.5% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling