+93.7%
RNG vs SUNB
+1.6%
+92.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.9% | -6.7% | +0.8% |
| 7D | -4.1% | +9.4% | -13.5% | -1.6% |
| 30D | +8.6% | -6.9% | +15.5% | +7.4% |
| 3M | +78.0% | -11.3% | +89.3% | +73.5% |
| 6M | +67.0% | -1.8% | +68.8% | +71.7% |
| All | +93.7% | +1.6% | +92.1% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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