+14.4%
FIX vs RNG
+179.4%
-165.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -0.2% | -14.9% | -15.1% |
| 7D | -18.9% | -9.6% | -9.3% | -19.6% |
| 30D | -36.3% | -1.4% | -34.9% | -36.3% |
| 3M | -38.5% | +28.8% | -67.3% | -36.7% |
| 6M | -42.3% | +65.6% | -107.8% | -38.3% |
| YTD | +17.1% | +171.4% | -154.3% | +22.9% |
| 1Y | +14.4% | +185.3% | -170.9% | +15.5% |
| All | +14.4% | +179.4% | -165.0% | +15.5% |
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