+414.9%
RIO vs RNG
+309.1%
+105.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +1.0% |
| 7D | +1.9% | -0.8% | +2.8% | +2.0% |
| 30D | +5.0% | +11.4% | -6.4% | +3.7% |
| 3M | +5.1% | +72.1% | -67.0% | -1.1% |
| 6M | +17.6% | +67.9% | -50.3% | +10.1% |
| YTD | +36.3% | +144.3% | -108.0% | +21.2% |
| 1Y | +71.2% | +117.5% | -46.3% | +53.9% |
| 3Y | +102.7% | +123.9% | -21.2% | +77.5% |
| 5Y | +99.6% | -70.1% | +169.7% | +107.2% |
| 10Y | +603.1% | +215.9% | +387.2% | +376.5% |
| All | +414.9% | +309.1% | +105.8% | +240.6% |
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