+67.0%
MAR vs RNG
+122.1%
-55.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | -0.5% | -4.1% | +3.6% | -0.1% |
| 30D | -4.7% | +8.6% | -13.3% | -5.7% |
| 3M | -15.6% | +78.0% | -93.6% | -21.6% |
| 6M | +1.2% | +67.0% | -65.8% | -6.1% |
| YTD | +7.5% | +142.4% | -134.9% | -6.9% |
| 1Y | +26.6% | +120.4% | -93.8% | +11.0% |
| All | +67.0% | +122.1% | -55.0% | +42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling