+12.8%
TEAM vs RNG
+144.7%
-131.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.9% | +1.3% | -0.6% |
| 7D | -0.4% | +5.8% | -6.2% | -3.4% |
| 30D | +67.3% | +19.6% | +47.7% | +52.8% |
| 3M | +86.8% | +67.0% | +19.8% | +43.4% |
| 6M | +146.8% | +88.4% | +58.4% | +81.7% |
| YTD | +16.9% | +155.5% | -138.6% | -20.0% |
| 1Y | +12.8% | +141.7% | -128.9% | -22.0% |
| All | +12.8% | +144.7% | -131.9% | -22.0% |
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 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