+68.9%
ACWI vs RNG
-69.4%
+138.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.4% |
| 7D | +0.5% | +5.8% | -5.3% | -0.2% |
| 30D | +0.9% | +19.6% | -18.7% | -1.3% |
| 3M | +2.4% | +67.0% | -64.6% | -4.4% |
| 6M | +12.4% | +88.4% | -76.0% | +2.5% |
| YTD | +15.2% | +155.5% | -140.3% | -0.4% |
| 1Y | +22.7% | +141.7% | -119.0% | +6.6% |
| 3Y | +75.8% | +131.1% | -55.3% | +49.0% |
| All | +68.9% | -69.4% | +138.3% | +69.1% |
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 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