+494.2%
FIX vs RNG
+179.0%
+315.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +9.4% | +4.6% | +4.8% | +9.2% |
| 30D | -27.8% | +0.4% | -28.2% | -27.7% |
| 3M | -35.6% | +11.4% | -47.0% | -35.9% |
| 6M | -45.2% | +95.7% | -140.9% | -48.4% |
| YTD | +19.5% | +162.9% | -143.4% | +5.1% |
| 1Y | +24.2% | +180.3% | -156.0% | +7.8% |
| 3Y | +494.2% | +188.3% | +305.8% | +405.1% |
| All | +494.2% | +179.0% | +315.1% | +405.1% |
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