-32.8%
OPEN vs RNG
+177.9%
-210.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.3% |
| 7D | -31.1% | -3.5% | -27.6% | -29.9% |
| 30D | -34.7% | -3.8% | -30.9% | -33.5% |
| 3M | -61.9% | +18.6% | -80.4% | -64.3% |
| 6M | -71.9% | +69.2% | -141.1% | -77.6% |
| YTD | -76.6% | +161.9% | -238.5% | -85.4% |
| 1Y | -83.9% | +176.2% | -260.1% | -90.3% |
| All | -32.8% | +177.9% | -210.7% | -61.0% |
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