+184.3%
SE vs RNG
+122.1%
+62.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.0% |
| 7D | -3.6% | -4.1% | +0.4% | -3.1% |
| 30D | -5.3% | +8.6% | -13.9% | -6.6% |
| 3M | +28.1% | +78.0% | -49.9% | +16.9% |
| 6M | +20.7% | +67.0% | -46.4% | +10.2% |
| YTD | -14.8% | +142.4% | -157.2% | -28.0% |
| 1Y | -43.6% | +120.4% | -164.0% | -51.6% |
| All | +184.3% | +122.1% | +62.2% | +137.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling