+123.9%
RNG vs SUI
+12.1%
+111.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.5% | -2.9% | -3.8% |
| 7D | -0.8% | -3.1% | +2.3% | +0.4% |
| 30D | +11.4% | -2.3% | +13.7% | +12.2% |
| 3M | +72.1% | -2.8% | +74.9% | +74.1% |
| 6M | +67.9% | -12.4% | +80.3% | +76.5% |
| YTD | +144.3% | -3.3% | +147.7% | +146.8% |
| 1Y | +117.5% | -5.8% | +123.3% | +121.6% |
| 3Y | +123.9% | +12.5% | +111.4% | +100.5% |
| All | +123.9% | +12.1% | +111.8% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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