+355.9%
RL vs RNG
+247.5%
+108.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | +1.3% | -6.0% | +7.3% | +2.2% |
| 30D | +7.6% | -7.4% | +15.0% | +8.6% |
| 3M | -1.5% | +14.6% | -16.1% | -3.6% |
| 6M | +12.1% | +61.5% | -49.5% | +3.5% |
| YTD | +13.9% | +155.7% | -141.8% | -3.3% |
| 1Y | +20.7% | +172.5% | -151.8% | +1.4% |
| 3Y | +260.6% | +168.0% | +92.5% | +196.8% |
| 5Y | +248.9% | -73.8% | +322.6% | +238.4% |
| 10Y | +355.9% | +240.3% | +115.6% | +206.6% |
| All | +355.9% | +247.5% | +108.4% | +206.6% |
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 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