+520.5%
PL vs RNG
+180.9%
+339.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.1% | -3.3% |
| 7D | +22.3% | +2.3% | +20.0% | +21.5% |
| 30D | -8.3% | -3.4% | -4.9% | -7.4% |
| 3M | -43.3% | +20.9% | -64.2% | -46.0% |
| 6M | -65.8% | +82.2% | -148.0% | -71.4% |
| YTD | -29.5% | +164.6% | -194.1% | -51.6% |
| 1Y | +11.7% | +177.0% | -165.3% | -25.3% |
| All | +520.5% | +180.9% | +339.7% | +310.1% |
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