+39.1%
O vs RNG
+179.0%
-139.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.7% |
| 7D | -0.4% | +4.6% | -5.0% | -0.5% |
| 30D | +7.1% | +0.4% | +6.7% | +7.1% |
| 3M | -5.2% | +11.4% | -16.6% | -5.5% |
| 6M | -1.8% | +95.7% | -97.4% | -3.5% |
| YTD | +9.1% | +162.9% | -153.8% | +5.7% |
| 1Y | +9.7% | +180.3% | -170.6% | +6.0% |
| 3Y | +39.1% | +188.3% | -149.2% | +32.9% |
| All | +39.1% | +179.0% | -139.9% | +32.9% |
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