-53.2%
S vs RNG
-75.5%
+22.3%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +2.3% |
| 7D | -7.7% | +5.8% | -13.5% | -10.5% |
| 30D | -5.3% | +19.6% | -24.9% | -13.4% |
| 3M | +20.3% | +67.0% | -46.8% | -9.0% |
| 6M | +47.4% | +88.4% | -41.0% | +3.7% |
| YTD | +32.5% | +155.5% | -123.0% | -24.6% |
| 1Y | +9.5% | +141.7% | -132.1% | -36.3% |
| 3Y | +15.5% | +131.1% | -115.6% | -37.9% |
| 5Y | -71.2% | -70.6% | -0.6% | -53.3% |
| All | -53.2% | -75.5% | +22.3% | -17.9% |
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 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