+324.6%
RL vs RNG
+236.7%
+87.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | +2.4% | +2.3% | +0.1% | +2.0% |
| 30D | +4.6% | -3.4% | +8.0% | +4.9% |
| 3M | -1.1% | +20.9% | -22.0% | -4.0% |
| 6M | +16.5% | +82.2% | -65.7% | +5.8% |
| YTD | +11.4% | +164.6% | -153.2% | -5.8% |
| 1Y | +16.1% | +177.0% | -160.9% | -2.6% |
| 3Y | +252.6% | +177.4% | +75.2% | +189.0% |
| 5Y | +244.9% | -72.3% | +317.2% | +232.5% |
| All | +324.6% | +236.7% | +87.9% | +187.9% |
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