+151.7%
RTX vs RNG
-74.0%
+225.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.4% |
| 7D | +1.4% | -3.5% | +4.9% | +1.6% |
| 30D | +7.8% | -3.8% | +11.6% | +8.0% |
| 3M | -9.8% | +18.6% | -28.3% | -10.7% |
| 6M | +13.5% | +69.2% | -55.7% | +9.9% |
| YTD | +10.9% | +161.9% | -150.9% | +3.8% |
| 1Y | +14.0% | +176.2% | -162.2% | +6.2% |
| 3Y | +159.9% | +174.5% | -14.6% | +138.1% |
| 5Y | +151.7% | -71.9% | +223.6% | +171.6% |
| All | +151.7% | -74.0% | +225.6% | +171.6% |
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