+315.5%
RNG vs RBA
+504.2%
-188.6%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.0% |
| 3M | +18.6% | +7.2% | +11.4% | +15.1% |
| 6M | +69.2% | -7.8% | +77.0% | +72.4% |
| YTD | +161.9% | -6.4% | +168.2% | +164.1% |
| 1Y | +176.2% | -4.2% | +180.4% | +176.3% |
| 3Y | +174.5% | +64.1% | +110.5% | +121.1% |
| 5Y | -71.9% | +48.4% | -120.3% | -77.1% |
| 10Y | +235.4% | +209.9% | +25.5% | +106.9% |
| All | +315.5% | +504.2% | -188.6% | +95.3% |
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