+305.4%
RNG vs BWA
+81.5%
+223.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.8% | -6.6% | -4.8% |
| 7D | +5.8% | +5.7% | +0.1% | +3.9% |
| 30D | +19.6% | +1.4% | +18.2% | +18.8% |
| 3M | +67.0% | -12.1% | +79.1% | +72.4% |
| 6M | +88.4% | +28.6% | +59.8% | +68.2% |
| YTD | +155.5% | +51.1% | +104.4% | +109.6% |
| 1Y | +141.7% | +55.9% | +85.8% | +95.4% |
| 3Y | +131.1% | +70.1% | +61.0% | +77.1% |
| 5Y | -70.6% | +90.7% | -161.3% | -78.4% |
| 10Y | +228.2% | +154.0% | +74.2% | +95.5% |
| All | +305.4% | +81.5% | +223.9% | +164.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling