+172.7%
RTX vs RNG
+122.1%
+50.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.6% |
| 7D | -1.6% | -4.1% | +2.4% | -1.5% |
| 30D | -11.6% | +8.6% | -20.2% | -11.8% |
| 3M | +9.2% | +78.0% | -68.8% | +7.0% |
| 6M | -4.4% | +67.0% | -71.5% | -6.3% |
| YTD | +8.9% | +142.4% | -133.5% | +4.4% |
| 1Y | +32.1% | +120.4% | -88.3% | +27.3% |
| All | +172.7% | +122.1% | +50.7% | +153.2% |
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