-30.4%
Z vs RNG
+57.4%
-87.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -4.7% | -6.0% | -9.2% |
| 7D | -2.3% | -11.2% | +8.9% | +1.3% |
| 30D | +9.4% | -3.8% | +13.1% | +10.0% |
| 3M | -16.1% | +21.1% | -37.2% | -21.2% |
| 6M | -30.4% | +56.2% | -86.7% | -40.9% |
| All | -30.4% | +57.4% | -87.8% | -40.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling