+251.0%
SPOT vs RNG
+12.1%
+238.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -6.5% | -4.1% | -2.4% | -5.3% |
| 30D | +2.2% | +8.6% | -6.5% | -0.7% |
| 3M | +5.4% | +78.0% | -72.6% | -13.7% |
| 6M | -4.0% | +67.0% | -71.1% | -21.4% |
| YTD | -9.9% | +142.4% | -152.4% | -36.5% |
| 1Y | -27.3% | +120.4% | -147.7% | -47.4% |
| 3Y | +236.4% | +122.1% | +114.3% | +124.3% |
| 5Y | +112.6% | -69.8% | +182.4% | +160.1% |
| All | +251.0% | +12.1% | +238.9% | +150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling