+51.3%
GEV vs RNG
+128.1%
-76.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | +1.6% | -6.1% | +7.7% | +1.2% |
| 30D | -7.9% | +9.6% | -17.6% | -7.2% |
| 3M | +5.6% | +83.3% | -77.7% | +10.2% |
| 6M | +13.1% | +77.9% | -64.9% | +18.1% |
| YTD | +46.7% | +139.9% | -93.2% | +52.9% |
| 1Y | +51.3% | +121.7% | -70.4% | +56.6% |
| All | +51.3% | +128.1% | -76.8% | +56.6% |
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