-70.8%
OPEN vs RNG
-73.0%
+2.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.9% | +4.5% | +3.0% |
| 7D | -4.3% | +5.8% | -10.0% | -7.7% |
| 30D | -16.2% | +19.6% | -35.8% | -25.4% |
| 3M | -36.4% | +67.0% | -103.4% | -56.0% |
| 6M | -35.5% | +88.4% | -123.8% | -60.5% |
| YTD | -46.0% | +155.5% | -201.5% | -74.7% |
| 1Y | -47.1% | +141.7% | -188.8% | -74.1% |
| 3Y | -19.0% | +131.1% | -150.1% | -64.9% |
| 5Y | -83.6% | -70.6% | -13.0% | -76.6% |
| All | -70.8% | -73.0% | +2.1% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling