+4.5%
GEN vs RNG
+120.2%
-115.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | -4.3% | -9.6% | +5.2% | -2.0% |
| 30D | +3.8% | +8.8% | -5.0% | +1.7% |
| 3M | +22.3% | +78.6% | -56.4% | +6.3% |
| 6M | +39.0% | +70.3% | -31.3% | +21.0% |
| YTD | +11.9% | +140.3% | -128.4% | -10.2% |
| 1Y | +4.5% | +126.6% | -122.1% | -16.0% |
| All | +4.5% | +120.2% | -115.7% | -16.0% |
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