-22.1%
ROP vs RNG
+144.7%
-166.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.9% | +0.3% | -2.9% |
| 7D | -4.4% | +5.8% | -10.2% | -5.4% |
| 30D | +3.2% | +19.6% | -16.4% | -0.2% |
| 3M | +23.1% | +67.0% | -44.0% | +11.4% |
| 6M | +13.3% | +88.4% | -75.1% | +0.2% |
| YTD | -7.9% | +155.5% | -163.3% | -23.4% |
| 1Y | -22.1% | +141.7% | -163.7% | -35.3% |
| All | -22.1% | +144.7% | -166.8% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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