+185.3%
RNG vs RRC
+44.7%
+140.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | 0.0% |
| 7D | -9.6% | -6.8% | -2.8% | -9.1% |
| 30D | -1.4% | +34.7% | -36.1% | -3.2% |
| 3M | +28.8% | +31.5% | -2.8% | +26.4% |
| 6M | +65.6% | +21.8% | +43.8% | +62.3% |
| YTD | +171.4% | +48.9% | +122.5% | +167.2% |
| 1Y | +185.3% | +42.1% | +143.2% | +182.4% |
| All | +185.3% | +44.7% | +140.7% | +182.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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