+293.3%
RTX vs RNG
+327.7%
-34.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.4% |
| 7D | -5.2% | +5.8% | -10.9% | -5.6% |
| 30D | -9.4% | +19.6% | -29.0% | -10.7% |
| 3M | +12.3% | +67.0% | -54.7% | +7.5% |
| 6M | -3.1% | +88.4% | -91.5% | -8.6% |
| YTD | +10.7% | +155.5% | -144.8% | +1.1% |
| 1Y | +28.4% | +141.7% | -113.3% | +17.6% |
| 3Y | +147.1% | +131.1% | +16.0% | +122.4% |
| 5Y | +167.2% | -70.6% | +237.8% | +180.5% |
| 10Y | +274.7% | +228.2% | +46.5% | +178.3% |
| All | +293.3% | +327.7% | -34.5% | +183.1% |
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