+271.5%
RMD vs RNG
+222.9%
+48.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -4.4% | -6.1% | +1.7% | -3.5% |
| 30D | -3.1% | +9.6% | -12.7% | -4.6% |
| 3M | +13.8% | +83.3% | -69.6% | +3.0% |
| 6M | -8.6% | +77.9% | -86.5% | -17.8% |
| YTD | -8.6% | +139.9% | -148.6% | -23.0% |
| 1Y | -19.7% | +121.7% | -141.3% | -31.7% |
| 3Y | +48.4% | +121.9% | -73.5% | +21.8% |
| 5Y | -22.7% | -68.4% | +45.6% | -16.3% |
| All | +271.5% | +222.9% | +48.6% | +132.6% |
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