-53.6%
Z vs RNG
+179.4%
-233.0%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.2% | +9.7% | +9.5% |
| 7D | +10.2% | -9.6% | +19.7% | +12.7% |
| 30D | +23.7% | -1.4% | +25.1% | +23.6% |
| 3M | -6.6% | +28.8% | -35.3% | -12.2% |
| 6M | -23.0% | +65.6% | -88.6% | -32.3% |
| YTD | -50.3% | +171.4% | -221.7% | -60.3% |
| 1Y | -53.6% | +185.3% | -238.9% | -63.3% |
| All | -53.6% | +179.4% | -233.0% | -63.3% |
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