-45.9%
RUN vs RNG
+144.7%
-190.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.4% | 0.0% |
| 7D | +1.3% | +5.8% | -4.5% | +0.7% |
| 30D | -15.3% | +19.6% | -34.9% | -16.9% |
| 3M | -40.0% | +67.0% | -107.0% | -43.3% |
| 6M | -27.0% | +88.4% | -115.3% | -33.3% |
| YTD | -51.7% | +155.5% | -207.2% | -61.0% |
| 1Y | -45.9% | +141.7% | -187.6% | -54.9% |
| All | -45.9% | +144.7% | -190.6% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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