+4.1%
RRX vs RNG
+120.1%
-116.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.1% | -1.8% |
| 7D | -3.7% | -9.6% | +5.8% | -2.4% |
| 30D | -9.3% | +8.8% | -18.1% | -10.6% |
| 3M | -21.8% | +78.6% | -100.4% | -29.8% |
| 6M | -22.0% | +70.3% | -92.3% | -30.4% |
| YTD | +11.9% | +140.3% | -128.4% | -11.3% |
| 1Y | +11.6% | +126.6% | -115.0% | -10.3% |
| All | +4.1% | +120.1% | -116.0% | -14.5% |
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