-22.2%
RKT vs RNG
-74.8%
+52.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | 0.0% |
| 7D | +2.1% | +5.8% | -3.7% | +0.5% |
| 30D | +1.4% | +19.6% | -18.2% | -3.6% |
| 3M | +6.3% | +67.0% | -60.7% | -9.2% |
| 6M | -15.5% | +88.4% | -103.8% | -31.6% |
| YTD | -27.4% | +155.5% | -182.9% | -48.0% |
| 1Y | -26.6% | +141.7% | -168.3% | -46.7% |
| 3Y | +41.2% | +131.1% | -89.8% | -0.7% |
| 5Y | -6.4% | -70.6% | +64.2% | +2.3% |
| All | -22.2% | -74.8% | +52.6% | -13.7% |
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 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