+121.9%
RNG vs USFR
+14.1%
+107.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.1% |
| 7D | -6.1% | +0.1% | -6.2% | -5.9% |
| 30D | +9.6% | +0.4% | +9.2% | +10.0% |
| 3M | +83.3% | +1.0% | +82.3% | +86.0% |
| 6M | +77.9% | +2.0% | +76.0% | +86.5% |
| YTD | +139.9% | +2.8% | +137.2% | +159.0% |
| 1Y | +121.7% | +4.1% | +117.6% | +154.2% |
| 3Y | +121.9% | +14.1% | +107.7% | +410.5% |
| All | +121.9% | +14.1% | +107.7% | +410.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling