+319.6%
RSP vs RNG
+328.0%
-8.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.1% |
| 7D | +0.7% | -6.0% | +6.7% | +1.5% |
| 30D | +3.7% | -7.4% | +11.0% | +4.5% |
| 3M | +0.7% | +14.6% | -13.9% | -1.4% |
| 6M | +9.0% | +61.5% | -52.5% | +1.2% |
| YTD | +16.7% | +155.7% | -139.0% | +0.2% |
| 1Y | +19.0% | +172.5% | -153.5% | +1.2% |
| 3Y | +64.7% | +168.0% | -103.3% | +36.6% |
| 5Y | +49.6% | -73.8% | +123.4% | +58.1% |
| 10Y | +213.2% | +240.3% | -27.1% | +116.6% |
| All | +319.6% | +328.0% | -8.4% | +179.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling