+214.8%
TER vs RNG
+120.2%
+94.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.7% | -3.6% |
| 7D | +9.4% | -9.6% | +19.0% | +7.9% |
| 30D | -2.4% | +8.8% | -11.2% | -1.2% |
| 3M | +6.5% | +78.6% | -72.1% | +15.3% |
| 6M | +23.2% | +70.3% | -47.1% | +33.2% |
| YTD | +91.5% | +140.3% | -48.9% | +103.6% |
| 1Y | +214.8% | +126.6% | +88.2% | +238.7% |
| All | +214.8% | +120.2% | +94.6% | +238.7% |
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