+165.5%
SITM vs RNG
+144.7%
+20.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -3.9% | +10.4% | +6.2% |
| 7D | +9.7% | +5.8% | +3.9% | +10.3% |
| 30D | +12.7% | +19.6% | -6.9% | +14.5% |
| 3M | -13.4% | +67.0% | -80.4% | -9.5% |
| 6M | +59.6% | +88.4% | -28.7% | +65.7% |
| YTD | +73.3% | +155.5% | -82.2% | +77.0% |
| 1Y | +165.5% | +141.7% | +23.9% | +165.2% |
| All | +165.5% | +144.7% | +20.8% | +165.2% |
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