+51.5%
RSP vs RNG
-70.8%
+122.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.3% | -0.5% |
| 7D | -0.4% | -0.8% | +0.4% | -0.3% |
| 30D | -1.5% | +11.4% | -12.9% | -2.9% |
| 3M | +4.8% | +72.1% | -67.3% | -2.7% |
| 6M | +10.3% | +67.9% | -57.7% | +2.0% |
| YTD | +14.1% | +144.3% | -130.3% | -0.9% |
| 1Y | +17.0% | +117.5% | -100.5% | +3.0% |
| 3Y | +54.2% | +123.9% | -69.7% | +31.0% |
| 5Y | +51.5% | -70.1% | +121.6% | +49.6% |
| All | +51.5% | -70.8% | +122.3% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling