-28.6%
NOW vs RNG
+121.6%
-150.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.4% | -0.6% | -3.1% |
| 7D | -6.1% | -0.8% | -5.3% | -5.7% |
| 30D | +7.5% | +11.4% | -3.9% | +2.6% |
| 3M | +17.5% | +72.1% | -54.6% | -7.2% |
| 6M | +7.9% | +67.9% | -60.0% | -14.4% |
| YTD | -12.4% | +144.3% | -156.7% | -37.3% |
| 1Y | -28.6% | +117.5% | -146.1% | -47.0% |
| All | -28.6% | +121.6% | -150.1% | -47.0% |
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