+29.7%
Q vs RNG
+132.8%
-103.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.4% | +6.7% | +2.1% |
| 7D | +6.7% | -0.8% | +7.6% | +6.7% |
| 30D | -10.6% | +11.4% | -22.0% | -10.1% |
| 3M | -14.6% | +72.1% | -86.7% | -11.9% |
| 6M | +12.1% | +67.9% | -55.9% | +15.1% |
| YTD | +51.3% | +144.3% | -93.1% | +50.0% |
| All | +29.7% | +132.8% | -103.1% | +28.1% |
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