+3.6%
GOOG vs RNG
+179.4%
-175.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | -10.7% | -9.6% | -1.2% | -10.1% |
| 30D | -16.4% | -1.4% | -15.0% | -16.3% |
| 3M | -23.4% | +28.8% | -52.2% | -24.5% |
| 6M | -24.2% | +65.6% | -89.8% | -26.0% |
| YTD | -8.3% | +171.4% | -179.7% | -13.2% |
| 1Y | +3.6% | +185.3% | -181.7% | -4.7% |
| All | +3.6% | +179.4% | -175.8% | -4.7% |
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