+130.7%
FIX vs RNG
+121.6%
+9.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.4% | +6.7% | +2.1% |
| 7D | +6.1% | -0.8% | +6.9% | +6.0% |
| 30D | -2.7% | +11.4% | -14.1% | -1.9% |
| 3M | -10.9% | +72.1% | -83.0% | -7.9% |
| 6M | +29.0% | +67.9% | -38.9% | +33.4% |
| YTD | +76.9% | +144.3% | -67.5% | +76.5% |
| 1Y | +130.7% | +117.5% | +13.2% | +131.0% |
| All | +130.7% | +121.6% | +9.2% | +131.0% |
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 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