+277.2%
TER vs RNG
+120.7%
+156.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.6% | +4.6% |
| 7D | +11.0% | -0.8% | +11.8% | +10.9% |
| 30D | -1.9% | +11.4% | -13.3% | -3.0% |
| 3M | -0.7% | +72.1% | -72.8% | -6.8% |
| 6M | +36.4% | +67.9% | -31.6% | +26.7% |
| YTD | +92.4% | +144.3% | -51.9% | +60.3% |
| 1Y | +213.5% | +117.5% | +96.0% | +168.7% |
| 3Y | +277.2% | +123.9% | +153.4% | +203.4% |
| All | +277.2% | +120.7% | +156.6% | +203.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling