+227.1%
RCL vs RNG
-70.2%
+297.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -2.2% | -4.1% | +1.9% | -1.2% |
| 30D | -15.7% | +8.6% | -24.3% | -17.7% |
| 3M | -8.0% | +78.0% | -85.9% | -22.3% |
| 6M | -10.1% | +67.0% | -77.2% | -24.3% |
| YTD | -5.9% | +142.4% | -148.3% | -30.9% |
| 1Y | -23.5% | +120.4% | -143.9% | -42.4% |
| 3Y | +174.4% | +122.1% | +52.3% | +92.9% |
| 5Y | +227.1% | -69.8% | +297.0% | +234.5% |
| All | +227.1% | -70.2% | +297.3% | +234.5% |
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