+124.2%
RNG vs SPY
+76.5%
+47.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.2% |
| 7D | -4.1% | -0.4% | -3.7% | -3.5% |
| 30D | +8.6% | -1.4% | +10.0% | +10.8% |
| 3M | +78.0% | +3.7% | +74.3% | +69.1% |
| 6M | +67.0% | +13.0% | +54.0% | +40.5% |
| YTD | +142.4% | +12.4% | +130.0% | +106.2% |
| 1Y | +120.4% | +18.5% | +101.9% | +74.2% |
| All | +124.2% | +76.5% | +47.6% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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