+188.3%
RNG vs RRC
+60.0%
+128.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +4.6% | +6.4% | -1.8% | +3.3% |
| 30D | +0.4% | +23.9% | -23.5% | -4.1% |
| 3M | +11.4% | +30.2% | -18.8% | +5.1% |
| 6M | +95.7% | +26.3% | +69.4% | +85.5% |
| YTD | +162.9% | +48.1% | +114.8% | +138.4% |
| 1Y | +180.3% | +37.7% | +142.6% | +158.1% |
| 3Y | +188.3% | +60.3% | +128.1% | +156.8% |
| All | +188.3% | +60.0% | +128.4% | +156.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling