-2.4%
U vs RNG
+120.2%
-122.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | 0.0% | -9.6% | +9.6% | +2.3% |
| 30D | -4.1% | +8.8% | -12.9% | -6.3% |
| 3M | +57.8% | +78.6% | -20.8% | +35.4% |
| 6M | +103.5% | +70.3% | +33.3% | +75.7% |
| YTD | -4.8% | +140.3% | -145.1% | -26.1% |
| 1Y | -2.4% | +126.6% | -129.0% | -22.5% |
| All | -2.4% | +120.2% | -122.6% | -22.5% |
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