-52.2%
OPEN vs RNG
+120.2%
-172.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.4% |
| 7D | -10.5% | -9.6% | -1.0% | -7.9% |
| 30D | -21.8% | +8.8% | -30.6% | -23.9% |
| 3M | -37.5% | +78.6% | -116.1% | -48.9% |
| 6M | -44.1% | +70.3% | -114.4% | -54.1% |
| YTD | -52.0% | +140.3% | -192.3% | -66.8% |
| 1Y | -52.2% | +126.6% | -178.8% | -60.9% |
| All | -52.2% | +120.2% | -172.4% | -60.9% |
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 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