-17.5%
RUN vs RNG
+278.4%
-295.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.4% | +1.1% |
| 7D | +1.3% | +5.8% | -4.5% | -1.0% |
| 30D | -15.3% | +19.6% | -34.9% | -21.4% |
| 3M | -40.0% | +67.0% | -107.0% | -52.6% |
| 6M | -27.0% | +88.4% | -115.3% | -47.3% |
| YTD | -51.7% | +155.5% | -207.2% | -70.4% |
| 1Y | -45.9% | +141.7% | -187.6% | -66.2% |
| 3Y | -43.8% | +131.1% | -174.8% | -66.2% |
| 5Y | -80.5% | -70.6% | -9.9% | -76.7% |
| 10Y | +45.3% | +228.2% | -183.0% | -10.9% |
| All | -17.5% | +278.4% | -295.8% | -51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling