+205.5%
RSP vs RNG
+226.3%
-20.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -1.8% | -4.1% | +2.2% | -1.3% |
| 30D | -2.5% | +8.6% | -11.2% | -3.6% |
| 3M | +3.0% | +78.0% | -75.0% | -5.0% |
| 6M | +8.9% | +67.0% | -58.1% | +0.5% |
| YTD | +13.0% | +142.4% | -129.5% | -2.0% |
| 1Y | +16.2% | +120.4% | -104.2% | +1.8% |
| 3Y | +52.7% | +122.1% | -69.4% | +29.8% |
| 5Y | +50.5% | -69.8% | +120.3% | +55.7% |
| All | +205.5% | +226.3% | -20.7% | +108.9% |
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