+319.9%
RNG vs RBA
+495.2%
-175.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.6% |
| 7D | +2.3% | -0.5% | +2.8% | +2.5% |
| 30D | -3.4% | +6.8% | -10.2% | -6.0% |
| 3M | +20.9% | +9.5% | +11.4% | +16.4% |
| 6M | +82.2% | -8.2% | +90.4% | +85.9% |
| YTD | +164.6% | -7.7% | +172.4% | +168.2% |
| 1Y | +177.0% | -6.9% | +183.9% | +179.9% |
| 3Y | +177.4% | +61.6% | +115.8% | +124.5% |
| 5Y | -72.3% | +44.7% | -117.0% | -77.2% |
| 10Y | +238.9% | +205.3% | +33.6% | +110.2% |
| All | +319.9% | +495.2% | -175.3% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling