+121.7%
RNG vs BWA
+55.6%
+66.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | +0.2% |
| 7D | -6.1% | -1.3% | -4.8% | -6.4% |
| 30D | +9.6% | -2.9% | +12.5% | +8.9% |
| 3M | +83.3% | -10.7% | +94.0% | +80.6% |
| 6M | +77.9% | +26.5% | +51.5% | +86.4% |
| YTD | +139.9% | +49.1% | +90.8% | +132.8% |
| 1Y | +121.7% | +52.1% | +69.6% | +108.6% |
| All | +121.7% | +55.6% | +66.1% | +108.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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