+280.0%
RTX vs RNG
+223.4%
+56.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.3% |
| 7D | -2.0% | -9.6% | +7.6% | -1.3% |
| 30D | -11.2% | +8.8% | -20.0% | -11.8% |
| 3M | +12.0% | +78.6% | -66.6% | +7.1% |
| 6M | -3.6% | +70.3% | -73.9% | -8.0% |
| YTD | +9.2% | +140.3% | -131.1% | +0.6% |
| 1Y | +29.7% | +126.6% | -96.9% | +19.9% |
| 3Y | +152.0% | +120.2% | +31.7% | +128.8% |
| 5Y | +165.8% | -68.3% | +234.1% | +177.7% |
| All | +280.0% | +223.4% | +56.6% | +168.3% |
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