+44.4%
SITM vs RNG
+179.4%
-135.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.2% | -9.1% | -9.4% |
| 7D | -19.5% | -9.6% | -10.0% | -20.2% |
| 30D | -43.2% | -1.4% | -41.8% | -43.2% |
| 3M | -30.8% | +28.8% | -59.6% | -28.4% |
| 6M | -28.6% | +65.6% | -94.2% | -22.8% |
| YTD | +14.2% | +171.4% | -157.2% | +26.1% |
| 1Y | +44.4% | +185.3% | -140.9% | +51.1% |
| All | +44.4% | +179.4% | -135.0% | +51.1% |
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