+30.0%
S vs RNG
+177.2%
-147.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.1% | -7.3% | -6.6% |
| 7D | +4.1% | +2.3% | +1.8% | +3.2% |
| 30D | -7.2% | -3.4% | -3.8% | -5.8% |
| 3M | 0.0% | +20.9% | -20.9% | -5.1% |
| 6M | +41.6% | +82.2% | -40.6% | +18.5% |
| YTD | +48.6% | +164.6% | -116.0% | +13.2% |
| 1Y | +30.0% | +177.0% | -147.0% | -4.1% |
| All | +30.0% | +177.2% | -147.2% | -4.1% |
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