+185.3%
RNG vs BR
-14.2%
+199.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -2.9% |
| 7D | -9.6% | +7.0% | -16.5% | -15.1% |
| 30D | -1.4% | +19.0% | -20.4% | -17.1% |
| 3M | +28.8% | +13.1% | +15.7% | +13.3% |
| 6M | +65.6% | +24.6% | +41.0% | +32.4% |
| YTD | +171.4% | -13.6% | +185.0% | +170.0% |
| 1Y | +185.3% | -13.1% | +198.4% | +183.8% |
| All | +185.3% | -14.2% | +199.6% | +183.8% |
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