+145.8%
SITM vs RNG
+128.1%
+17.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.5% |
| 7D | +3.9% | -6.1% | +9.9% | +3.3% |
| 30D | -6.6% | +9.6% | -16.2% | -5.8% |
| 3M | -11.9% | +83.3% | -95.2% | -7.8% |
| 6M | +81.1% | +77.9% | +3.2% | +87.8% |
| YTD | +80.0% | +139.9% | -59.9% | +84.4% |
| 1Y | +145.8% | +121.7% | +24.2% | +142.9% |
| All | +145.8% | +128.1% | +17.8% | +142.9% |
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