+141.7%
RNG vs USFR
+4.0%
+137.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -4.4% |
| 7D | +5.8% | +0.1% | +5.7% | +4.2% |
| 30D | +19.6% | +0.3% | +19.3% | +9.9% |
| 3M | +67.0% | +1.0% | +66.0% | +31.6% |
| 6M | +88.4% | +1.9% | +86.4% | +27.2% |
| YTD | +155.5% | +2.6% | +152.9% | +53.1% |
| 1Y | +141.7% | +4.0% | +137.7% | +12.9% |
| All | +141.7% | +4.0% | +137.7% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling