+199.8%
TER vs RNG
+144.7%
+55.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.9% | +9.3% | +4.9% |
| 7D | +0.6% | +5.8% | -5.2% | +1.4% |
| 30D | -8.3% | +19.6% | -27.9% | -6.0% |
| 3M | -12.2% | +67.0% | -79.3% | -4.6% |
| 6M | +17.0% | +88.4% | -71.3% | +27.2% |
| YTD | +84.6% | +155.5% | -70.9% | +97.6% |
| 1Y | +199.8% | +141.7% | +58.1% | +218.9% |
| All | +199.8% | +144.7% | +55.1% | +218.9% |
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