-27.1%
RKT vs RNG
-76.3%
+49.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -6.3% | -6.1% | -0.2% | -4.6% |
| 30D | -6.2% | +9.6% | -15.8% | -8.6% |
| 3M | -1.9% | +83.3% | -85.2% | -18.3% |
| 6M | -13.0% | +77.9% | -90.9% | -28.3% |
| YTD | -31.9% | +139.9% | -171.8% | -50.4% |
| 1Y | -37.6% | +121.7% | -159.2% | -53.5% |
| 3Y | +36.8% | +121.9% | -85.1% | -2.7% |
| 5Y | -9.7% | -68.4% | +58.6% | -3.1% |
| All | -27.1% | -76.3% | +49.2% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling