+57.7%
GEV vs RNG
+144.7%
-87.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | -0.3% |
| 7D | +3.3% | +5.8% | -2.5% | +3.8% |
| 30D | -7.5% | +19.6% | -27.1% | -6.0% |
| 3M | -2.2% | +67.0% | -69.2% | +2.4% |
| 6M | +12.1% | +88.4% | -76.3% | +18.3% |
| YTD | +44.4% | +155.5% | -111.1% | +53.1% |
| 1Y | +57.7% | +141.7% | -84.0% | +63.9% |
| All | +57.7% | +144.7% | -87.1% | +63.9% |
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