-27.0%
Q vs RNG
+72.5%
-99.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.1% | -3.0% |
| 7D | +11.5% | +2.3% | +9.2% | +11.8% |
| 30D | -0.2% | -3.4% | +3.2% | -0.4% |
| 3M | -13.6% | +20.9% | -34.5% | -9.8% |
| 6M | -27.0% | +82.2% | -109.2% | -14.9% |
| All | -27.0% | +72.5% | -99.5% | -14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling