+736.6%
RSG vs RNG
+305.9%
+430.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | 0.0% | -4.1% | +4.0% | +0.2% |
| 30D | +3.7% | +8.6% | -5.0% | +3.2% |
| 3M | +6.2% | +78.0% | -71.8% | +2.7% |
| 6M | -2.8% | +67.0% | -69.8% | -5.9% |
| YTD | +5.9% | +142.4% | -136.5% | -0.2% |
| 1Y | -1.8% | +120.4% | -122.2% | -7.0% |
| 3Y | +57.5% | +122.1% | -64.6% | +46.6% |
| 5Y | +91.1% | -69.8% | +160.9% | +100.4% |
| 10Y | +428.1% | +223.4% | +204.7% | +337.4% |
| All | +736.6% | +305.9% | +430.7% | +576.8% |
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 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