-44.2%
SE vs RNG
+120.2%
-164.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.9% |
| 7D | -4.8% | -9.6% | +4.8% | -4.0% |
| 30D | -18.1% | +8.8% | -26.9% | -18.8% |
| 3M | +30.6% | +78.6% | -48.0% | +23.4% |
| 6M | +20.8% | +70.3% | -49.5% | +13.9% |
| YTD | -15.6% | +140.3% | -155.9% | -23.9% |
| 1Y | -44.2% | +126.6% | -170.8% | -49.6% |
| All | -44.2% | +120.2% | -164.4% | -49.6% |
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