+715.5%
RCL vs RNG
+327.7%
+387.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | +0.7% |
| 7D | -5.1% | +5.8% | -10.9% | -6.2% |
| 30D | -19.0% | +19.6% | -38.6% | -22.1% |
| 3M | -9.6% | +67.0% | -76.6% | -19.6% |
| 6M | -6.7% | +88.4% | -95.1% | -20.1% |
| YTD | -3.9% | +155.5% | -159.4% | -24.4% |
| 1Y | -25.1% | +141.7% | -166.8% | -40.6% |
| 3Y | +179.1% | +131.1% | +48.0% | +115.1% |
| 5Y | +243.3% | -70.6% | +313.9% | +247.0% |
| 10Y | +325.8% | +228.2% | +97.5% | +141.6% |
| All | +715.5% | +327.7% | +387.7% | +343.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling