+168.4%
RL vs RNG
+327.7%
-159.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.9% | +5.9% | +2.5% |
| 7D | -0.8% | +5.8% | -6.6% | -1.6% |
| 30D | -7.8% | +19.6% | -27.4% | -10.0% |
| 3M | -4.0% | +67.0% | -71.0% | -11.1% |
| 6M | -1.9% | +88.4% | -90.3% | -11.4% |
| YTD | -0.2% | +155.5% | -155.6% | -14.4% |
| 1Y | +10.7% | +141.7% | -131.0% | -4.7% |
| 3Y | +210.8% | +131.1% | +79.7% | +163.0% |
| 5Y | +238.2% | -70.6% | +308.8% | +232.6% |
| 10Y | +313.4% | +228.2% | +85.2% | +185.9% |
| All | +168.4% | +327.7% | -159.4% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling