+226.1%
ACWI vs RNG
+216.3%
+9.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | +0.1% |
| 7D | +1.1% | -0.8% | +1.9% | +1.1% |
| 30D | -0.2% | +11.4% | -11.6% | -1.7% |
| 3M | +4.7% | +72.1% | -67.4% | -3.4% |
| 6M | +14.5% | +67.9% | -53.5% | +5.1% |
| YTD | +14.6% | +144.3% | -129.7% | -1.4% |
| 1Y | +21.4% | +117.5% | -96.1% | +5.9% |
| 3Y | +77.6% | +123.9% | -46.3% | +49.5% |
| 5Y | +68.1% | -70.1% | +138.2% | +77.1% |
| 10Y | +226.1% | +215.9% | +10.3% | +134.2% |
| All | +226.1% | +216.3% | +9.8% | +134.2% |
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 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