+55.8%
RSP vs RNG
+130.7%
-74.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | -0.1% |
| 7D | -0.8% | +5.8% | -6.5% | -1.3% |
| 30D | -0.3% | +19.6% | -19.9% | -2.1% |
| 3M | +4.3% | +67.0% | -62.7% | -1.4% |
| 6M | +8.8% | +88.4% | -79.5% | +0.9% |
| YTD | +15.3% | +155.5% | -140.2% | +1.8% |
| 1Y | +18.3% | +141.7% | -123.4% | +5.0% |
| All | +55.8% | +130.7% | -74.9% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling