+627.7%
GEV vs RNG
+102.9%
+524.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.1% |
| 7D | +3.2% | -4.1% | +7.2% | +3.3% |
| 30D | -4.0% | +8.6% | -12.7% | -4.4% |
| 3M | +3.4% | +78.0% | -74.6% | +0.2% |
| 6M | +14.7% | +67.0% | -52.3% | +11.1% |
| YTD | +45.8% | +142.4% | -96.6% | +32.9% |
| 1Y | +57.4% | +120.4% | -63.1% | +45.6% |
| All | +627.7% | +102.9% | +524.8% | +612.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling