-65.4%
TEAM vs RNG
-72.1%
+6.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.2% |
| 7D | -2.4% | +4.6% | -7.0% | -4.7% |
| 30D | -26.7% | +0.4% | -27.1% | -26.7% |
| 3M | -9.6% | +11.4% | -21.0% | -14.5% |
| 6M | +86.0% | +95.7% | -9.6% | +30.4% |
| YTD | -7.5% | +162.9% | -170.4% | -46.3% |
| 1Y | -1.4% | +180.3% | -181.6% | -44.7% |
| 3Y | -14.3% | +188.3% | -202.7% | -57.7% |
| All | -65.4% | -72.1% | +6.6% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling