-18.8%
OPEN vs RNG
+120.7%
-139.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.8% | -0.8% |
| 7D | +1.0% | -0.8% | +1.8% | +1.2% |
| 30D | -11.9% | +11.4% | -23.3% | -15.9% |
| 3M | -28.8% | +72.1% | -100.9% | -44.5% |
| 6M | -38.6% | +67.9% | -106.5% | -52.6% |
| YTD | -47.3% | +144.3% | -191.7% | -67.4% |
| 1Y | -49.2% | +117.5% | -166.7% | -66.3% |
| 3Y | -18.8% | +123.9% | -142.7% | -47.5% |
| All | -18.8% | +120.7% | -139.4% | -47.5% |
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