-47.8%
S vs RNG
-74.8%
+27.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +2.0% | +4.6% | -2.6% | -0.3% |
| 30D | -2.7% | +0.4% | -3.1% | -2.7% |
| 3M | -6.9% | +11.4% | -18.3% | -11.6% |
| 6M | +38.1% | +95.7% | -57.6% | -3.6% |
| YTD | +48.0% | +162.9% | -114.9% | -16.7% |
| 1Y | +34.5% | +180.3% | -145.8% | -27.2% |
| 3Y | +38.3% | +188.3% | -150.0% | -33.8% |
| 5Y | -70.9% | -72.5% | +1.6% | -52.8% |
| All | -47.8% | -74.8% | +27.1% | -9.3% |
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