+48.4%
RMD vs RNG
+119.8%
-71.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -4.4% | -6.1% | +1.7% | -3.8% |
| 30D | -3.1% | +9.6% | -12.7% | -4.1% |
| 3M | +13.8% | +83.3% | -69.6% | +6.7% |
| 6M | -8.6% | +77.9% | -86.5% | -14.7% |
| YTD | -8.6% | +139.9% | -148.6% | -18.8% |
| 1Y | -19.7% | +121.7% | -141.3% | -28.0% |
| 3Y | +48.4% | +121.9% | -73.5% | +29.5% |
| All | +48.4% | +119.8% | -71.4% | +29.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling