+121.7%
RNG vs USFR
+4.1%
+117.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -1.9% |
| 7D | -6.1% | +0.1% | -6.2% | -9.0% |
| 30D | +9.6% | +0.4% | +9.2% | 0.0% |
| 3M | +83.3% | +1.0% | +82.3% | +41.8% |
| 6M | +77.9% | +2.0% | +76.0% | +18.1% |
| YTD | +139.9% | +2.8% | +137.2% | +37.1% |
| 1Y | +121.7% | +4.1% | +117.6% | -7.8% |
| All | +121.7% | +4.1% | +117.6% | -7.8% |
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