-4.4%
RMD vs RNG
-72.1%
+67.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.4% |
| 7D | +2.1% | +4.6% | -2.5% | +1.5% |
| 30D | +2.1% | +0.4% | +1.7% | +1.9% |
| 3M | +6.2% | +11.4% | -5.2% | +4.4% |
| 6M | +19.4% | +95.7% | -76.3% | +8.2% |
| YTD | +0.5% | +162.9% | -162.4% | -14.3% |
| 1Y | -3.9% | +180.3% | -184.2% | -18.9% |
| 3Y | +72.5% | +188.3% | -115.8% | +40.5% |
| All | -4.4% | -72.1% | +67.7% | +8.3% |
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