+129.7%
ROP vs RNG
+223.4%
-93.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -8.0% | -9.6% | +1.6% | -6.6% |
| 30D | -2.7% | +8.8% | -11.5% | -4.0% |
| 3M | +16.6% | +78.6% | -62.0% | +6.6% |
| 6M | +10.4% | +70.3% | -59.9% | +1.1% |
| YTD | -12.1% | +140.3% | -152.4% | -24.1% |
| 1Y | -23.6% | +126.6% | -150.2% | -33.7% |
| 3Y | -19.3% | +120.2% | -139.5% | -31.7% |
| 5Y | -15.4% | -68.3% | +52.9% | -10.5% |
| All | +129.7% | +223.4% | -93.7% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling