+121.9%
RNG vs BR
-5.3%
+127.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.1% |
| 7D | -6.1% | -3.0% | -3.1% | -3.7% |
| 30D | +9.6% | -0.3% | +9.9% | +9.9% |
| 3M | +83.3% | +17.3% | +66.0% | +62.2% |
| 6M | +77.9% | -6.7% | +84.6% | +84.1% |
| YTD | +139.9% | -23.4% | +163.4% | +181.1% |
| 1Y | +121.7% | -32.7% | +154.3% | +182.2% |
| 3Y | +121.9% | -5.9% | +127.8% | +114.3% |
| All | +121.9% | -5.3% | +127.2% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling