-9.7%
RKT vs RNG
-70.1%
+60.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -7.2% | -9.6% | +2.3% | -4.6% |
| 30D | -7.9% | +8.8% | -16.7% | -10.1% |
| 3M | +5.2% | +78.6% | -73.4% | -11.9% |
| 6M | -14.9% | +70.3% | -85.2% | -29.1% |
| YTD | -31.9% | +140.3% | -172.2% | -50.5% |
| 1Y | -36.9% | +126.6% | -163.5% | -53.5% |
| 3Y | +35.7% | +120.2% | -84.5% | -3.6% |
| 5Y | -9.7% | -68.3% | +58.6% | -6.8% |
| All | -9.7% | -70.1% | +60.4% | -6.8% |
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 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