+3.0%
TEAM vs RNG
+120.2%
-117.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.5% |
| 7D | -7.8% | -9.6% | +1.8% | -2.6% |
| 30D | +16.5% | +8.8% | +7.7% | +11.7% |
| 3M | +96.2% | +78.6% | +17.5% | +46.3% |
| 6M | +130.2% | +70.3% | +59.9% | +76.7% |
| YTD | +10.7% | +140.3% | -129.6% | -21.6% |
| 1Y | +3.0% | +126.6% | -123.6% | -26.9% |
| All | +3.0% | +120.2% | -117.2% | -26.9% |
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