+304.8%
RL vs RNG
+215.2%
+89.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.6% | -3.2% |
| 7D | -0.3% | -4.1% | +3.8% | +0.3% |
| 30D | -17.5% | +8.6% | -26.2% | -18.6% |
| 3M | -14.0% | +78.0% | -92.0% | -21.2% |
| 6M | -2.0% | +67.0% | -69.0% | -10.3% |
| YTD | -4.6% | +142.4% | -147.0% | -18.3% |
| 1Y | +9.5% | +120.4% | -110.9% | -5.2% |
| 3Y | +200.5% | +122.1% | +78.3% | +153.4% |
| 5Y | +226.3% | -69.8% | +296.1% | +215.6% |
| 10Y | +304.8% | +223.4% | +81.4% | +162.8% |
| All | +304.8% | +215.2% | +89.6% | +162.8% |
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 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