-8.8%
IT vs RNG
+179.4%
-188.2%
-50.6%
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 | -5.5% | -9.6% | +4.1% | -2.4% |
| 30D | +10.3% | -1.4% | +11.7% | +10.2% |
| 3M | +11.5% | +28.8% | -17.2% | +1.1% |
| 6M | +40.3% | +65.6% | -25.3% | +15.9% |
| YTD | -17.9% | +171.4% | -189.3% | -40.5% |
| 1Y | -8.8% | +185.3% | -194.1% | -37.9% |
| All | -8.8% | +179.4% | -188.2% | -37.9% |
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