+327.1%
NET vs RNG
+135.4%
+191.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -0.7% |
| 7D | -7.0% | +5.8% | -12.8% | -8.7% |
| 30D | -4.8% | +19.6% | -24.4% | -10.0% |
| 3M | +3.8% | +67.0% | -63.2% | -13.3% |
| 6M | +50.0% | +88.4% | -38.3% | +19.4% |
| YTD | +41.5% | +155.5% | -114.0% | -1.4% |
| 1Y | +32.8% | +141.7% | -108.8% | -5.8% |
| All | +327.1% | +135.4% | +191.7% | +189.4% |
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 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