+56.8%
RGTI vs RNG
-68.4%
+125.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +0.5% | -6.1% | +6.6% | +3.3% |
| 30D | -17.1% | +9.6% | -26.7% | -21.1% |
| 3M | -26.0% | +83.3% | -109.3% | -47.1% |
| 6M | -9.9% | +77.9% | -87.8% | -36.5% |
| YTD | -31.1% | +139.9% | -171.0% | -61.3% |
| 1Y | -8.5% | +121.7% | -130.2% | -47.1% |
| 3Y | +652.2% | +121.9% | +530.3% | +333.2% |
| All | +56.8% | -68.4% | +125.1% | +28.0% |
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 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