+121.7%
RNG vs BTG
+25.2%
+96.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -6.1% | -3.8% | -2.3% | -5.9% |
| 30D | +9.6% | +3.6% | +6.0% | +9.4% |
| 3M | +83.3% | +32.0% | +51.3% | +81.1% |
| 6M | +77.9% | +3.4% | +74.6% | +80.0% |
| YTD | +139.9% | +20.8% | +119.1% | +138.8% |
| 1Y | +121.7% | +22.4% | +99.2% | +111.4% |
| All | +121.7% | +25.2% | +96.4% | +111.4% |
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