+230.8%
RDW vs RNG
+119.8%
+111.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +0.9% | -6.1% | +6.9% | +2.1% |
| 30D | -21.3% | +9.6% | -30.9% | -23.2% |
| 3M | -37.9% | +83.3% | -121.2% | -47.3% |
| 6M | +12.3% | +77.9% | -65.7% | -5.8% |
| YTD | +39.7% | +139.9% | -100.2% | +1.9% |
| 1Y | +25.7% | +121.7% | -96.0% | -5.8% |
| 3Y | +230.8% | +121.9% | +109.0% | +137.8% |
| All | +230.8% | +119.8% | +111.1% | +137.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling