+27.7%
P vs RNG
+117.7%
-90.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +2.0% |
| 7D | +7.8% | -0.8% | +8.7% | +7.9% |
| 30D | +12.3% | +11.4% | +0.9% | +11.1% |
| 3M | +37.1% | +72.1% | -35.0% | +29.4% |
| 6M | +66.1% | +67.9% | -1.9% | +56.7% |
| YTD | +50.9% | +144.3% | -93.4% | +33.9% |
| All | +27.7% | +117.7% | -90.0% | +13.7% |
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 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