-74.7%
RNG vs SOXQ
+279.9%
-354.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.8% | +0.6% |
| 7D | -9.6% | +2.3% | -11.9% | -10.9% |
| 30D | +8.8% | -3.9% | +12.7% | +10.6% |
| 3M | +78.6% | -4.7% | +83.4% | +72.3% |
| 6M | +70.3% | +47.9% | +22.4% | +16.0% |
| YTD | +140.3% | +64.3% | +76.0% | +48.7% |
| 1Y | +126.6% | +95.7% | +30.9% | +20.6% |
| 3Y | +120.2% | +231.5% | -111.3% | -37.8% |
| 5Y | -68.3% | +255.0% | -323.3% | -91.8% |
| All | -74.7% | +279.9% | -354.6% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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