+141.7%
RNG vs BTG
+38.4%
+103.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.4% | -2.5% | -3.8% |
| 7D | +5.8% | -0.9% | +6.7% | +5.8% |
| 30D | +19.6% | +36.8% | -17.2% | +17.6% |
| 3M | +67.0% | +23.1% | +43.9% | +65.8% |
| 6M | +88.4% | +3.5% | +84.9% | +91.2% |
| YTD | +155.5% | +25.5% | +130.0% | +153.0% |
| 1Y | +141.7% | +40.1% | +101.6% | +117.0% |
| All | +141.7% | +38.4% | +103.3% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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