+121.9%
RNG vs BG
+18.0%
+103.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | -0.2% |
| 7D | -6.1% | +3.1% | -9.2% | -6.1% |
| 30D | +9.6% | +10.2% | -0.6% | +9.4% |
| 3M | +83.3% | -1.7% | +85.0% | +83.6% |
| 6M | +77.9% | +1.0% | +77.0% | +78.0% |
| YTD | +139.9% | +39.9% | +100.0% | +133.2% |
| 1Y | +121.7% | +53.2% | +68.4% | +112.9% |
| 3Y | +121.9% | +16.3% | +105.6% | +106.8% |
| All | +121.9% | +18.0% | +103.9% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling