+26.7%
Q vs RNG
+143.4%
-116.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.9% | +5.6% | +1.5% |
| 7D | +0.2% | +5.8% | -5.5% | +0.5% |
| 30D | -11.1% | +19.6% | -30.7% | -10.3% |
| 3M | -22.1% | +67.0% | -89.1% | -19.3% |
| 6M | +0.5% | +88.4% | -87.9% | +2.9% |
| YTD | +47.8% | +155.5% | -107.7% | +46.9% |
| All | +26.7% | +143.4% | -116.7% | +25.4% |
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