-9.1%
T vs RNG
+144.7%
-153.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +1.9% | -1.8% |
| 7D | -1.3% | +5.8% | -7.0% | -1.4% |
| 30D | +11.4% | +19.6% | -8.3% | +10.8% |
| 3M | +14.3% | +67.0% | -52.7% | +12.4% |
| 6M | -9.3% | +88.4% | -97.6% | -10.2% |
| YTD | +7.1% | +155.5% | -148.4% | +6.4% |
| 1Y | -9.1% | +141.7% | -150.8% | -9.9% |
| All | -9.1% | +144.7% | -153.8% | -9.9% |
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