+141.7%
RNG vs MKTX
-8.5%
+150.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +5.8% | +0.4% | +5.4% | +5.7% |
| 30D | +19.6% | +1.1% | +18.5% | +19.5% |
| 3M | +67.0% | +36.1% | +30.9% | +58.3% |
| 6M | +88.4% | -12.9% | +101.2% | +106.7% |
| YTD | +155.5% | -8.5% | +164.0% | +172.9% |
| 1Y | +141.7% | -7.5% | +149.2% | +170.0% |
| All | +141.7% | -8.5% | +150.2% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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