+18.0%
Q vs RNG
+179.4%
-161.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -3.3% | -9.6% | +6.3% | -3.5% |
| 30D | -9.7% | -1.4% | -8.3% | -9.7% |
| 3M | -16.1% | +28.8% | -44.9% | -14.9% |
| 6M | -15.7% | +65.6% | -81.3% | -12.2% |
| YTD | +45.7% | +171.4% | -125.7% | +44.2% |
| 1Y | +18.0% | +185.3% | -167.3% | +8.0% |
| All | +18.0% | +179.4% | -161.4% | +8.0% |
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