+203.4%
RSP vs RNG
+223.4%
-20.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -3.1% | -9.6% | +6.5% | -1.9% |
| 30D | -3.4% | +8.8% | -12.2% | -4.5% |
| 3M | +3.6% | +78.6% | -75.0% | -4.5% |
| 6M | +9.0% | +70.3% | -61.3% | +0.3% |
| YTD | +12.2% | +140.3% | -128.2% | -2.6% |
| 1Y | +15.6% | +126.6% | -111.0% | +0.8% |
| 3Y | +51.6% | +120.2% | -68.6% | +29.0% |
| 5Y | +50.4% | -68.3% | +118.7% | +54.6% |
| All | +203.4% | +223.4% | -20.0% | +107.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling