+16.5%
NYT vs RNG
+179.4%
-162.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -3.9% | -9.6% | +5.7% | -3.2% |
| 30D | +4.3% | -1.4% | +5.7% | +4.3% |
| 3M | -11.7% | +28.8% | -40.5% | -13.4% |
| 6M | -14.4% | +65.6% | -80.0% | -18.1% |
| YTD | -3.0% | +171.4% | -174.4% | -8.1% |
| 1Y | +16.5% | +185.3% | -168.8% | +12.4% |
| All | +16.5% | +179.4% | -162.9% | +12.4% |
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 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