+33.2%
Q vs RNG
+149.5%
-116.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | -0.1% | +2.4% |
| 7D | +6.6% | -3.5% | +10.1% | +6.5% |
| 30D | +2.7% | -3.8% | +6.5% | +2.7% |
| 3M | -8.4% | +18.6% | -26.9% | -7.3% |
| 6M | -17.3% | +69.2% | -86.5% | -14.0% |
| YTD | +55.3% | +161.9% | -106.6% | +55.1% |
| 1Y | +31.5% | +176.2% | -144.8% | +30.6% |
| All | +33.2% | +149.5% | -116.4% | +32.4% |
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 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