+296.1%
RCL vs RNG
-75.4%
+371.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.7% |
| 7D | +8.5% | -6.0% | +14.5% | +10.3% |
| 30D | +20.4% | -7.4% | +27.8% | +22.4% |
| 3M | +11.0% | +14.6% | -3.6% | +5.7% |
| 6M | +24.9% | +61.5% | -36.7% | +5.8% |
| YTD | +23.9% | +155.7% | -131.8% | -12.5% |
| 1Y | +30.8% | +172.5% | -141.6% | -9.8% |
| 3Y | +270.4% | +168.0% | +102.4% | +138.3% |
| 5Y | +296.1% | -73.8% | +369.9% | +406.5% |
| All | +296.1% | -75.4% | +371.5% | +406.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling