+92.0%
RIO vs RNG
-70.1%
+162.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.9% | -3.3% | -4.1% |
| 7D | -3.4% | -9.6% | +6.2% | -2.7% |
| 30D | +0.6% | +8.8% | -8.2% | -0.1% |
| 3M | +2.5% | +78.6% | -76.1% | -2.2% |
| 6M | +10.8% | +70.3% | -59.5% | +5.5% |
| YTD | +30.5% | +140.3% | -109.9% | +19.5% |
| 1Y | +68.1% | +126.6% | -58.5% | +54.5% |
| 3Y | +94.0% | +120.2% | -26.2% | +75.4% |
| 5Y | +92.0% | -68.3% | +160.3% | +71.3% |
| All | +92.0% | -70.1% | +162.1% | +71.3% |
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