-17.9%
ROP vs RNG
+120.7%
-138.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | -2.2% |
| 7D | -5.4% | -0.8% | -4.6% | -5.3% |
| 30D | -1.6% | +11.4% | -13.0% | -3.3% |
| 3M | +18.8% | +72.1% | -53.2% | +8.8% |
| 6M | +8.2% | +67.9% | -59.7% | -1.1% |
| YTD | -10.5% | +144.3% | -154.8% | -22.9% |
| 1Y | -23.7% | +117.5% | -141.3% | -33.5% |
| 3Y | -17.9% | +123.9% | -141.7% | -30.3% |
| All | -17.9% | +120.7% | -138.5% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling