+194.6%
RRX vs RNG
+309.1%
-114.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.4% | +4.9% | +1.2% |
| 7D | +4.3% | -0.8% | +5.1% | +4.4% |
| 30D | -8.0% | +11.4% | -19.4% | -9.7% |
| 3M | -22.0% | +72.1% | -94.1% | -29.2% |
| 6M | -11.9% | +67.9% | -79.8% | -20.6% |
| YTD | +17.1% | +144.3% | -127.2% | -2.6% |
| 1Y | +14.9% | +117.5% | -102.6% | -2.7% |
| 3Y | +6.9% | +123.9% | -117.0% | -11.9% |
| 5Y | +19.6% | -70.1% | +89.7% | +19.8% |
| 10Y | +215.9% | +215.9% | +0.1% | +103.0% |
| All | +194.6% | +309.1% | -114.5% | +85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling