+28.6%
P vs RNG
+176.7%
-148.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.8% |
| 7D | +11.6% | +4.6% | +7.0% | +11.0% |
| 30D | -23.7% | +0.4% | -24.1% | -23.3% |
| 3M | -8.0% | +11.4% | -19.4% | -8.4% |
| 6M | +27.9% | +95.7% | -67.8% | +21.2% |
| YTD | +61.2% | +162.9% | -101.7% | +42.8% |
| 1Y | +28.6% | +180.3% | -151.6% | +1.6% |
| All | +28.6% | +176.7% | -148.1% | +1.6% |
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