+115.3%
SPOT vs RNG
-68.4%
+183.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -3.1% | -6.1% | +3.0% | -1.2% |
| 30D | +7.4% | +9.6% | -2.2% | +4.1% |
| 3M | +8.2% | +83.3% | -75.2% | -12.3% |
| 6M | +2.2% | +77.9% | -75.7% | -18.1% |
| YTD | -9.5% | +139.9% | -149.4% | -36.2% |
| 1Y | -23.8% | +121.7% | -145.5% | -45.2% |
| 3Y | +233.5% | +121.9% | +111.6% | +119.7% |
| All | +115.3% | -68.4% | +183.6% | +197.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling