+246.9%
RL vs RNG
-70.8%
+317.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.2% | -0.4% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | -12.2% | +11.4% | -23.6% | -14.0% |
| 3M | -6.6% | +72.1% | -78.7% | -16.2% |
| 6M | +3.2% | +67.9% | -64.8% | -8.1% |
| YTD | -1.3% | +144.3% | -145.6% | -19.7% |
| 1Y | +13.6% | +117.5% | -103.9% | -5.8% |
| 3Y | +210.9% | +123.9% | +87.0% | +146.5% |
| 5Y | +246.9% | -70.1% | +317.0% | +245.7% |
| All | +246.9% | -70.8% | +317.6% | +245.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling