+25.8%
RNGR vs SPY
+261.2%
-235.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +1.1% |
| 7D | -0.2% | +0.5% | -0.7% | -0.4% |
| 30D | +5.1% | -0.9% | +6.0% | +5.5% |
| 3M | +5.9% | +3.9% | +2.1% | +4.2% |
| 6M | +4.1% | +14.5% | -10.5% | -1.6% |
| YTD | +22.4% | +12.9% | +9.5% | +16.5% |
| 1Y | +24.5% | +19.4% | +5.1% | +16.1% |
| 3Y | +44.2% | +78.5% | -34.3% | +19.1% |
| 5Y | +125.4% | +81.8% | +43.6% | +83.3% |
| All | +25.8% | +261.2% | -235.3% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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