+331.9%
RCL vs RNG
+234.5%
+97.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -1.2% | +4.6% | -5.8% | -2.1% |
| 30D | +17.8% | +0.4% | +17.4% | +17.4% |
| 3M | +4.9% | +11.4% | -6.5% | +1.9% |
| 6M | +23.7% | +95.7% | -72.0% | +5.4% |
| YTD | +17.8% | +162.9% | -145.1% | -8.5% |
| 1Y | +28.9% | +180.3% | -151.3% | -1.4% |
| 3Y | +241.9% | +188.3% | +53.5% | +150.1% |
| 5Y | +295.4% | -72.5% | +367.9% | +281.6% |
| All | +331.9% | +234.5% | +97.5% | +165.1% |
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