-0.2%
W vs RNG
+177.2%
-177.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.6% | -2.8% |
| 7D | -1.7% | +2.3% | -3.9% | -2.1% |
| 30D | +3.2% | -3.4% | +6.6% | +3.8% |
| 3M | +8.3% | +20.9% | -12.6% | +4.6% |
| 6M | +84.3% | +82.2% | +2.1% | +67.7% |
| YTD | +11.0% | +164.6% | -153.6% | -0.4% |
| 1Y | -0.2% | +177.0% | -177.2% | -18.2% |
| All | -0.2% | +177.2% | -177.4% | -18.2% |
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