+414.7%
RMD vs RNG
+327.7%
+86.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +0.2% |
| 7D | -5.0% | +5.8% | -10.8% | -5.8% |
| 30D | +2.2% | +19.6% | -17.4% | -0.6% |
| 3M | +17.8% | +67.0% | -49.2% | +8.5% |
| 6M | -11.3% | +88.4% | -99.7% | -20.6% |
| YTD | -4.4% | +155.5% | -159.9% | -19.4% |
| 1Y | -15.7% | +141.7% | -157.4% | -28.6% |
| 3Y | +47.7% | +131.1% | -83.3% | +22.0% |
| 5Y | -19.2% | -70.6% | +51.4% | -13.3% |
| 10Y | +280.4% | +228.2% | +52.2% | +170.7% |
| All | +414.7% | +327.7% | +86.9% | +255.5% |
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 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