+162.9%
RTX vs RNG
-70.2%
+233.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.6% |
| 7D | -1.6% | -4.1% | +2.4% | -1.4% |
| 30D | -11.6% | +8.6% | -20.2% | -12.0% |
| 3M | +9.2% | +78.0% | -68.8% | +5.8% |
| 6M | -4.4% | +67.0% | -71.5% | -7.4% |
| YTD | +8.9% | +142.4% | -133.5% | +2.7% |
| 1Y | +32.1% | +120.4% | -88.3% | +25.2% |
| 3Y | +151.2% | +122.1% | +29.1% | +134.1% |
| 5Y | +162.9% | -69.8% | +232.8% | +164.4% |
| All | +162.9% | -70.2% | +233.1% | +164.4% |
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