+141.7%
RNG vs BR
-29.1%
+170.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.4% | -0.5% | -0.6% |
| 7D | +5.8% | -5.3% | +11.1% | +11.5% |
| 30D | +19.6% | +6.4% | +13.2% | +12.3% |
| 3M | +67.0% | +13.6% | +53.4% | +46.6% |
| 6M | +88.4% | -6.7% | +95.1% | +88.3% |
| YTD | +155.5% | -21.1% | +176.6% | +176.5% |
| 1Y | +141.7% | -29.6% | +171.2% | +182.0% |
| All | +141.7% | -29.1% | +170.8% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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