+8.1%
S vs RNG
+116.0%
-107.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.3% |
| 7D | -1.2% | -4.1% | +2.8% | 0.0% |
| 30D | -12.6% | +8.6% | -21.2% | -14.9% |
| 3M | +27.6% | +78.0% | -50.4% | +5.7% |
| 6M | +35.5% | +67.0% | -31.6% | +13.3% |
| YTD | +29.6% | +142.4% | -112.8% | -1.8% |
| 1Y | +8.1% | +120.4% | -112.3% | -15.1% |
| All | +8.1% | +116.0% | -107.9% | -15.1% |
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