-75.5%
SMR vs RNG
+128.1%
-203.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.2% | -15.5% | -15.7% |
| 7D | -11.2% | -6.1% | -5.1% | -11.4% |
| 30D | -10.2% | +9.6% | -19.8% | -10.1% |
| 3M | -10.0% | +83.3% | -93.4% | -9.4% |
| 6M | -30.5% | +77.9% | -108.4% | -30.2% |
| YTD | -39.2% | +139.9% | -179.2% | -39.3% |
| 1Y | -75.5% | +121.7% | -197.2% | -73.4% |
| All | -75.5% | +128.1% | -203.6% | -73.4% |
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