-15.9%
ROP vs RNG
-70.2%
+54.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.2% |
| 7D | -6.1% | -4.1% | -2.1% | -5.6% |
| 30D | -3.4% | +8.6% | -12.0% | -4.4% |
| 3M | +16.7% | +78.0% | -61.3% | +8.1% |
| 6M | +8.1% | +67.0% | -59.0% | +0.4% |
| YTD | -11.7% | +142.4% | -154.1% | -22.0% |
| 1Y | -24.2% | +120.4% | -144.7% | -32.5% |
| 3Y | -19.0% | +122.1% | -141.1% | -29.5% |
| 5Y | -15.9% | -69.8% | +54.0% | -20.2% |
| All | -15.9% | -70.2% | +54.3% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling