-68.3%
RNG vs RRC
+150.0%
-218.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -9.6% | -1.2% | -8.4% | -9.4% |
| 30D | +8.8% | +3.0% | +5.8% | +8.1% |
| 3M | +78.6% | +7.3% | +71.3% | +75.5% |
| 6M | +70.3% | +3.6% | +66.7% | +68.0% |
| YTD | +140.3% | +19.4% | +121.0% | +129.5% |
| 1Y | +126.6% | +21.4% | +105.2% | +114.3% |
| 3Y | +120.2% | +32.8% | +87.5% | +100.3% |
| 5Y | -68.3% | +152.0% | -220.3% | -72.9% |
| All | -68.3% | +150.0% | -218.3% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling