-21.3%
IT vs RNG
+144.7%
-166.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.9% | -0.7% | -3.2% |
| 7D | -6.0% | +5.8% | -11.8% | -7.9% |
| 30D | 0.0% | +19.6% | -19.6% | -6.4% |
| 3M | +13.1% | +67.0% | -54.0% | -5.9% |
| 6M | +11.7% | +88.4% | -76.7% | -10.9% |
| YTD | -26.1% | +155.5% | -181.6% | -46.4% |
| 1Y | -21.3% | +141.7% | -162.9% | -43.0% |
| All | -21.3% | +144.7% | -166.0% | -43.0% |
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