+2.0%
RDW vs RNG
-82.1%
+84.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +0.9% | -6.1% | +6.9% | +2.5% |
| 30D | -21.3% | +9.6% | -30.9% | -23.7% |
| 3M | -37.9% | +83.3% | -121.2% | -49.2% |
| 6M | +12.3% | +77.9% | -65.7% | -9.1% |
| YTD | +39.7% | +139.9% | -100.2% | -1.7% |
| 1Y | +25.7% | +121.7% | -96.0% | -9.5% |
| 3Y | +230.8% | +121.9% | +109.0% | +129.1% |
| 5Y | -8.8% | -68.4% | +59.6% | -13.5% |
| All | +2.0% | -82.1% | +84.1% | -0.6% |
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 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