+11.9%
U vs RNG
+122.1%
-110.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +4.4% | -4.1% | +8.4% | +5.8% |
| 30D | -1.3% | +8.6% | -9.9% | -4.6% |
| 3M | +49.6% | +78.0% | -28.4% | +18.3% |
| 6M | +100.2% | +67.0% | +33.2% | +59.7% |
| YTD | -3.7% | +142.4% | -146.1% | -36.8% |
| 1Y | -6.5% | +120.4% | -127.0% | -35.8% |
| All | +11.9% | +122.1% | -110.2% | -27.6% |
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 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