+218.2%
RNG vs RBA
+198.1%
+20.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -4.1% | -1.9% | -2.2% | -3.3% |
| 30D | +8.6% | -13.0% | +21.6% | +14.5% |
| 3M | +78.0% | -23.1% | +101.1% | +95.6% |
| 6M | +67.0% | -22.6% | +89.6% | +82.7% |
| YTD | +142.4% | -20.4% | +162.8% | +161.5% |
| 1Y | +120.4% | -29.6% | +150.0% | +148.8% |
| 3Y | +122.1% | +26.6% | +95.6% | +94.2% |
| 5Y | -69.8% | +38.2% | -108.0% | -75.1% |
| All | +218.2% | +198.1% | +20.1% | +91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling