+261.6%
ACWI vs RNG
+320.7%
-59.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.3% |
| 7D | -2.4% | -11.3% | +9.0% | -0.9% |
| 30D | -5.2% | -5.7% | +0.5% | -4.6% |
| 3M | -4.8% | +16.8% | -21.6% | -7.0% |
| 6M | -1.3% | +58.5% | -59.8% | -8.3% |
| YTD | +8.4% | +151.3% | -142.9% | -7.0% |
| 1Y | +11.0% | +169.0% | -158.0% | -5.8% |
| 3Y | +70.6% | +156.9% | -86.4% | +41.4% |
| 5Y | +55.3% | -69.0% | +124.3% | +61.5% |
| 10Y | +223.2% | +262.0% | -38.8% | +131.3% |
| All | +261.6% | +320.7% | -59.1% | +152.8% |
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