+5.6%
XYZ vs RNG
+121.6%
-115.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.1% | -2.3% |
| 7D | +2.9% | -0.8% | +3.7% | +3.0% |
| 30D | +1.4% | +11.4% | -10.0% | -0.9% |
| 3M | +14.6% | +72.1% | -57.5% | +1.5% |
| 6M | +20.8% | +67.9% | -47.2% | +6.5% |
| YTD | +23.1% | +144.3% | -121.3% | -2.2% |
| 1Y | +5.6% | +117.5% | -111.9% | -11.4% |
| All | +5.6% | +121.6% | -115.9% | -11.4% |
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