+148.2%
T vs RNG
+327.7%
-179.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +1.9% | -1.8% |
| 7D | -1.3% | +5.8% | -7.0% | -1.5% |
| 30D | +11.4% | +19.6% | -8.3% | +10.4% |
| 3M | +14.3% | +67.0% | -52.7% | +11.3% |
| 6M | -9.3% | +88.4% | -97.6% | -12.3% |
| YTD | +7.1% | +155.5% | -148.4% | +1.6% |
| 1Y | -9.1% | +141.7% | -150.8% | -13.7% |
| 3Y | +105.3% | +131.1% | -25.7% | +92.9% |
| 5Y | +66.8% | -70.6% | +137.4% | +68.6% |
| 10Y | +66.8% | +228.2% | -161.4% | +42.5% |
| All | +148.2% | +327.7% | -179.6% | +111.0% |
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