+39.4%
RKT vs RNG
+122.1%
-82.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | -1.0% | -4.1% | +3.1% | 0.0% |
| 30D | -2.4% | +8.6% | -11.0% | -4.3% |
| 3M | +1.9% | +78.0% | -76.1% | -11.6% |
| 6M | -13.9% | +67.0% | -80.9% | -25.2% |
| YTD | -30.6% | +142.4% | -173.1% | -47.0% |
| 1Y | -34.4% | +120.4% | -154.8% | -48.4% |
| All | +39.4% | +122.1% | -82.6% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling