+215.0%
RNG vs RRC
+4.6%
+210.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | 0.0% |
| 7D | -6.1% | -2.0% | -4.1% | -5.9% |
| 30D | +9.6% | +2.4% | +7.2% | +9.4% |
| 3M | +83.3% | +8.6% | +74.8% | +81.7% |
| 6M | +77.9% | -1.4% | +79.4% | +77.8% |
| YTD | +139.9% | +17.3% | +122.6% | +135.7% |
| 1Y | +121.7% | +18.1% | +103.5% | +117.2% |
| 3Y | +121.9% | +32.8% | +89.1% | +114.0% |
| 5Y | -68.4% | +147.6% | -215.9% | -70.6% |
| All | +215.0% | +4.6% | +210.3% | +202.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling