+215.7%
RSP vs RNG
+248.5%
-32.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.5% |
| 7D | -0.3% | -3.5% | +3.2% | +0.1% |
| 30D | +4.4% | -3.8% | +8.2% | +4.8% |
| 3M | +1.3% | +18.6% | -17.3% | -1.2% |
| 6M | +10.0% | +69.2% | -59.2% | +1.6% |
| YTD | +17.6% | +161.9% | -144.3% | +0.8% |
| 1Y | +19.2% | +176.2% | -157.0% | +1.3% |
| 3Y | +66.0% | +174.5% | -108.5% | +37.2% |
| 5Y | +50.4% | -71.9% | +122.4% | +57.4% |
| 10Y | +215.7% | +235.4% | -19.7% | +118.1% |
| All | +215.7% | +248.5% | -32.9% | +118.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling