+20.1%
W vs RNG
+144.7%
-124.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.4% | +3.2% |
| 7D | -4.2% | +5.8% | -10.0% | -5.2% |
| 30D | -7.6% | +19.6% | -27.2% | -10.6% |
| 3M | +37.2% | +67.0% | -29.9% | +26.0% |
| 6M | +26.3% | +88.4% | -62.0% | +13.2% |
| YTD | -1.0% | +155.5% | -156.5% | -13.2% |
| 1Y | +20.1% | +141.7% | -121.6% | +6.2% |
| All | +20.1% | +144.7% | -124.6% | +6.2% |
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