-71.4%
OPEN vs RNG
+179.4%
-250.8%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -0.2% | +14.0% | +13.8% |
| 7D | +3.7% | -9.6% | +13.2% | +6.2% |
| 30D | -14.3% | -1.4% | -12.9% | -14.1% |
| 3M | -51.9% | +28.8% | -80.7% | -54.8% |
| 6M | -61.4% | +65.6% | -127.0% | -66.0% |
| YTD | -66.0% | +171.4% | -237.4% | -73.4% |
| 1Y | -71.4% | +185.3% | -256.7% | -80.2% |
| All | -71.4% | +179.4% | -250.8% | -80.2% |
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