+215.5%
RNG vs RBA
+195.3%
+20.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -9.6% | -3.3% | -6.3% | -8.4% |
| 30D | +8.8% | -9.8% | +18.6% | +13.1% |
| 3M | +78.6% | -23.5% | +102.1% | +96.6% |
| 6M | +70.3% | -21.5% | +91.8% | +85.2% |
| YTD | +140.3% | -21.2% | +161.5% | +160.2% |
| 1Y | +126.6% | -30.2% | +156.8% | +156.6% |
| 3Y | +120.2% | +25.3% | +94.9% | +93.2% |
| 5Y | -68.3% | +35.1% | -103.4% | -73.6% |
| All | +215.5% | +195.3% | +20.3% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RBA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling