+222.2%
ACWI vs RNG
+259.3%
-37.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.5% |
| 7D | +0.3% | -6.2% | +6.5% | +1.2% |
| 30D | -2.8% | -8.0% | +5.2% | -1.9% |
| 3M | -3.2% | +15.7% | -18.9% | -5.3% |
| 6M | +1.3% | +60.3% | -59.1% | -6.1% |
| YTD | +11.2% | +153.8% | -142.6% | -5.0% |
| 1Y | +13.8% | +172.2% | -158.4% | -3.9% |
| 3Y | +76.2% | +174.8% | -98.6% | +44.1% |
| 5Y | +59.5% | -68.6% | +128.1% | +66.9% |
| 10Y | +222.2% | +248.2% | -26.0% | +138.5% |
| All | +222.2% | +259.3% | -37.1% | +138.5% |
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