+336.0%
IR vs RNG
+134.7%
+201.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +2.5% | +4.6% | -2.1% | +1.9% |
| 30D | +9.2% | +0.4% | +8.7% | +8.9% |
| 3M | +0.9% | +11.4% | -10.5% | -0.8% |
| 6M | +19.2% | +95.7% | -76.4% | +8.0% |
| YTD | +7.5% | +162.9% | -155.4% | -8.4% |
| 1Y | +11.7% | +180.3% | -168.5% | -5.7% |
| 3Y | +23.9% | +188.3% | -164.4% | +1.9% |
| 5Y | +46.4% | -72.5% | +118.9% | +47.3% |
| All | +336.0% | +134.7% | +201.3% | +242.4% |
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