+305.4%
RNG vs RBA
+427.6%
-122.1%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.2% | -4.0% |
| 7D | +5.8% | -2.9% | +8.7% | +6.9% |
| 30D | +19.6% | -12.3% | +31.9% | +25.2% |
| 3M | +67.0% | -20.5% | +87.5% | +80.1% |
| 6M | +88.4% | -18.5% | +106.9% | +100.9% |
| YTD | +155.5% | -18.2% | +173.7% | +171.6% |
| 1Y | +141.7% | -27.5% | +169.2% | +167.7% |
| 3Y | +131.1% | +38.1% | +93.0% | +98.3% |
| 5Y | -70.6% | +44.8% | -115.4% | -75.6% |
| 10Y | +228.2% | +187.1% | +41.1% | +110.0% |
| All | +305.4% | +427.6% | -122.1% | +100.8% |
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