+141.7%
RNG vs RRC
+23.4%
+118.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.8% |
| 7D | +5.8% | +1.3% | +4.5% | +5.7% |
| 30D | +19.6% | +10.1% | +9.5% | +18.9% |
| 3M | +67.0% | +4.0% | +63.0% | +66.6% |
| 6M | +88.4% | +1.6% | +86.8% | +86.3% |
| YTD | +155.5% | +19.7% | +135.8% | +153.0% |
| 1Y | +141.7% | +21.4% | +120.3% | +143.9% |
| All | +141.7% | +23.4% | +118.3% | +143.9% |
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