+284.2%
ACWI vs RNG
+327.7%
-43.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.5% |
| 7D | +0.5% | +5.8% | -5.3% | -0.2% |
| 30D | +0.9% | +19.6% | -18.7% | -1.5% |
| 3M | +2.4% | +67.0% | -64.6% | -5.0% |
| 6M | +12.4% | +88.4% | -76.0% | +1.8% |
| YTD | +15.2% | +155.5% | -140.3% | -1.2% |
| 1Y | +22.7% | +141.7% | -119.0% | +5.8% |
| 3Y | +75.8% | +131.1% | -55.3% | +48.0% |
| 5Y | +67.7% | -70.6% | +138.3% | +75.8% |
| 10Y | +229.0% | +228.2% | +0.8% | +138.5% |
| All | +284.2% | +327.7% | -43.5% | +168.7% |
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