-48.8%
SE vs RNG
+179.4%
-228.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.5% |
| 7D | +6.7% | -9.6% | +16.2% | +7.3% |
| 30D | -17.2% | -1.4% | -15.8% | -17.2% |
| 3M | -28.0% | +28.8% | -56.8% | -29.5% |
| 6M | -6.1% | +65.6% | -71.7% | -10.0% |
| YTD | -37.1% | +171.4% | -208.5% | -42.5% |
| 1Y | -48.8% | +185.3% | -234.1% | -53.8% |
| All | -48.8% | +179.4% | -228.2% | -53.8% |
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