+141.7%
RNG vs BG
+50.1%
+91.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -4.1% |
| 7D | +5.8% | +2.8% | +3.0% | +6.2% |
| 30D | +19.6% | +12.0% | +7.6% | +21.8% |
| 3M | +67.0% | -7.7% | +74.7% | +65.8% |
| 6M | +88.4% | +4.5% | +83.9% | +91.7% |
| YTD | +155.5% | +35.7% | +119.8% | +162.5% |
| 1Y | +141.7% | +50.1% | +91.6% | +145.5% |
| All | +141.7% | +50.1% | +91.6% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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