+121.9%
RNG vs MKTX
-25.3%
+147.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -6.1% | -0.2% | -5.9% | -6.1% |
| 30D | +9.6% | +0.7% | +8.9% | +9.6% |
| 3M | +83.3% | +40.8% | +42.5% | +79.4% |
| 6M | +77.9% | -8.0% | +85.9% | +78.8% |
| YTD | +139.9% | -8.7% | +148.7% | +140.7% |
| 1Y | +121.7% | -11.8% | +133.5% | +122.5% |
| 3Y | +121.9% | -24.0% | +145.9% | +122.3% |
| All | +121.9% | -25.3% | +147.1% | +122.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling