+319.7%
RL vs RNG
+234.5%
+85.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +2.6% | +4.6% | -2.0% | +2.0% |
| 30D | +2.9% | +0.4% | +2.5% | +2.8% |
| 3M | 0.0% | +11.4% | -11.4% | -1.7% |
| 6M | +17.1% | +95.7% | -78.6% | +5.3% |
| YTD | +10.1% | +162.9% | -152.8% | -6.8% |
| 1Y | +17.3% | +180.3% | -162.9% | -1.7% |
| 3Y | +249.3% | +188.3% | +61.0% | +184.9% |
| 5Y | +240.9% | -72.5% | +313.4% | +228.9% |
| All | +319.7% | +234.5% | +85.2% | +184.8% |
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