+43.2%
TER vs RNG
+179.4%
-136.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.6% | -6.8% |
| 7D | -19.9% | -9.6% | -10.3% | -21.1% |
| 30D | -43.5% | -1.4% | -42.1% | -43.6% |
| 3M | -37.8% | +28.8% | -66.5% | -34.6% |
| 6M | -25.6% | +65.6% | -91.1% | -16.1% |
| YTD | +29.8% | +171.4% | -141.6% | +49.7% |
| 1Y | +43.2% | +185.3% | -142.2% | +56.6% |
| All | +43.2% | +179.4% | -136.3% | +56.6% |
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