+331.2%
RCL vs RNG
+223.4%
+107.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -2.5% | -9.6% | +7.1% | -0.5% |
| 30D | -15.7% | +8.8% | -24.5% | -17.3% |
| 3M | -3.6% | +78.6% | -82.2% | -15.5% |
| 6M | -8.7% | +70.3% | -78.9% | -20.2% |
| YTD | -6.2% | +140.3% | -146.5% | -25.4% |
| 1Y | -22.9% | +126.6% | -149.5% | -38.0% |
| 3Y | +173.6% | +120.2% | +53.4% | +112.5% |
| 5Y | +226.6% | -68.3% | +294.9% | +216.1% |
| All | +331.2% | +223.4% | +107.7% | +160.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling