+39.7%
GOOG vs RNG
+128.1%
-88.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | 0.0% | -6.1% | +6.1% | +0.4% |
| 30D | -2.0% | +9.6% | -11.6% | -2.5% |
| 3M | -5.9% | +83.3% | -89.2% | -8.8% |
| 6M | +8.9% | +77.9% | -69.0% | +5.2% |
| YTD | +7.1% | +139.9% | -132.8% | +1.1% |
| 1Y | +39.7% | +121.7% | -82.0% | +31.5% |
| All | +39.7% | +128.1% | -88.4% | +31.5% |
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 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