+11.1%
SKDD vs RNG
+85.6%
-74.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +28.6% | -4.7% | +33.2% | +30.2% |
| 7D | +60.6% | -11.2% | +71.8% | +67.6% |
| 30D | +76.2% | -3.8% | +80.0% | +69.6% |
| 3M | -4.6% | +21.1% | -25.7% | -28.6% |
| All | +11.1% | +85.6% | -74.5% | -44.8% |
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 · Available span rolling