-23.6%
ROP vs RNG
+120.2%
-143.8%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.3% |
| 7D | -8.0% | -9.6% | +1.6% | -6.2% |
| 30D | -2.7% | +8.8% | -11.5% | -4.3% |
| 3M | +16.6% | +78.6% | -62.0% | +4.6% |
| 6M | +10.4% | +70.3% | -59.9% | -0.9% |
| YTD | -12.1% | +140.3% | -152.4% | -26.2% |
| 1Y | -23.6% | +126.6% | -150.2% | -35.8% |
| All | -23.6% | +120.2% | -143.8% | -35.8% |
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