-73.1%
SMR vs RNG
+144.7%
-217.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.6% |
| 7D | +4.4% | +5.8% | -1.4% | +4.5% |
| 30D | +3.4% | +19.6% | -16.2% | +3.8% |
| 3M | -19.2% | +67.0% | -86.2% | -17.7% |
| 6M | -22.6% | +88.4% | -111.0% | -22.1% |
| YTD | -31.5% | +155.5% | -187.0% | -31.2% |
| 1Y | -73.1% | +141.7% | -214.8% | -72.2% |
| All | -73.1% | +144.7% | -217.8% | -72.2% |
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