+281.4%
RNG vs BG
+132.1%
+149.2%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.0% |
| 7D | -9.6% | +3.7% | -13.3% | -10.1% |
| 30D | +8.8% | +12.3% | -3.5% | +6.7% |
| 3M | +78.6% | -2.2% | +80.8% | +78.7% |
| 6M | +70.3% | +5.3% | +65.0% | +67.9% |
| YTD | +140.3% | +42.4% | +97.9% | +123.7% |
| 1Y | +126.6% | +55.2% | +71.4% | +106.8% |
| 3Y | +120.2% | +21.0% | +99.2% | +108.0% |
| 5Y | -68.3% | +87.1% | -155.4% | -72.8% |
| 10Y | +220.6% | +169.8% | +50.8% | +139.6% |
| All | +281.4% | +132.1% | +149.2% | +202.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling