+185.3%
RNG vs BG
+7.2%
+178.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | +0.2% |
| 7D | -9.6% | -3.8% | -5.8% | -10.3% |
| 30D | -1.4% | -9.6% | +8.2% | -3.4% |
| 3M | +28.8% | -8.5% | +37.3% | +26.4% |
| 6M | +65.6% | -23.0% | +88.6% | +57.6% |
| YTD | +171.4% | +10.9% | +160.5% | +170.6% |
| 1Y | +185.3% | +6.0% | +179.4% | +187.0% |
| All | +185.3% | +7.2% | +178.1% | +187.0% |
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