+176.2%
RNG vs RBA
-4.5%
+180.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | -3.5% | +0.6% | -4.1% | -3.7% |
| 30D | -3.8% | +9.0% | -12.7% | -6.3% |
| 3M | +18.6% | +7.2% | +11.4% | +16.0% |
| 6M | +69.2% | -7.8% | +77.0% | +73.6% |
| YTD | +161.9% | -6.4% | +168.2% | +158.3% |
| 1Y | +176.2% | -4.2% | +180.4% | +169.3% |
| All | +176.2% | -4.5% | +180.7% | +169.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling