+281.4%
RNG vs MKTX
+208.4%
+72.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -9.6% | -0.2% | -9.4% | -9.5% |
| 30D | +8.8% | +0.8% | +8.0% | +8.5% |
| 3M | +78.6% | +41.1% | +37.5% | +49.5% |
| 6M | +70.3% | -9.5% | +79.8% | +73.7% |
| YTD | +140.3% | -8.7% | +149.0% | +143.7% |
| 1Y | +126.6% | -10.0% | +136.6% | +130.1% |
| 3Y | +120.2% | -24.6% | +144.8% | +124.3% |
| 5Y | -68.3% | -60.3% | -8.0% | -55.9% |
| 10Y | +220.6% | +5.0% | +215.6% | +182.1% |
| All | +281.4% | +208.4% | +72.9% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling