-22.9%
SPOT vs RNG
+144.7%
-167.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.9% | +0.7% | -2.5% |
| 7D | -0.9% | +5.8% | -6.7% | -1.8% |
| 30D | +12.5% | +19.6% | -7.1% | +9.1% |
| 3M | +9.9% | +67.0% | -57.1% | -0.1% |
| 6M | +1.6% | +88.4% | -86.8% | -10.9% |
| YTD | -6.6% | +155.5% | -162.1% | -22.5% |
| 1Y | -22.9% | +141.7% | -164.6% | -34.5% |
| All | -22.9% | +144.7% | -167.7% | -34.5% |
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