-39.0%
U vs RNG
-70.7%
+31.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | +1.2% |
| 7D | -3.8% | +5.8% | -9.6% | -7.0% |
| 30D | +17.5% | +19.6% | -2.2% | +5.4% |
| 3M | +38.7% | +67.0% | -28.3% | -1.3% |
| 6M | +104.4% | +88.4% | +16.0% | +30.4% |
| YTD | -5.7% | +155.5% | -161.2% | -53.7% |
| 1Y | +3.7% | +141.7% | -138.0% | -47.4% |
| 3Y | +12.3% | +131.1% | -118.8% | -47.9% |
| 5Y | -68.8% | -70.6% | +1.8% | -51.2% |
| All | -39.0% | -70.7% | +31.7% | -9.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling