-46.2%
SE vs RNG
+176.7%
-222.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -0.5% | +4.6% | -5.1% | -0.8% |
| 30D | -20.9% | +0.4% | -21.4% | -21.0% |
| 3M | -38.9% | +11.4% | -50.3% | -39.5% |
| 6M | -19.4% | +95.7% | -115.1% | -23.4% |
| YTD | -40.9% | +162.9% | -203.8% | -45.7% |
| 1Y | -46.2% | +180.3% | -226.4% | -51.2% |
| All | -46.2% | +176.7% | -222.9% | -51.2% |
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