+12.3%
RDW vs RNG
+68.7%
-56.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +0.9% | -6.1% | +6.9% | +0.6% |
| 30D | -21.3% | +9.6% | -30.9% | -21.2% |
| 3M | -37.9% | +83.3% | -121.2% | -37.6% |
| 6M | +12.3% | +77.9% | -65.7% | +7.6% |
| All | +12.3% | +68.7% | -56.4% | +7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling