+117.2%
NDAQ vs RNG
+180.9%
-63.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | +1.7% | +2.3% | -0.6% | +1.4% |
| 30D | +16.2% | -3.4% | +19.6% | +16.5% |
| 3M | +14.0% | +20.9% | -6.9% | +10.8% |
| 6M | +22.3% | +82.2% | -59.9% | +12.1% |
| YTD | +13.0% | +164.6% | -151.6% | -2.2% |
| 1Y | +24.0% | +177.0% | -153.0% | +6.7% |
| All | +117.2% | +180.9% | -63.7% | +84.0% |
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 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