+49.0%
ADI vs RNG
+144.7%
-95.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +1.5% |
| 7D | +0.4% | +5.8% | -5.3% | +0.6% |
| 30D | -3.8% | +19.6% | -23.4% | -3.3% |
| 3M | -15.3% | +67.0% | -82.3% | -13.5% |
| 6M | +6.7% | +88.4% | -81.7% | +7.6% |
| YTD | +34.8% | +155.5% | -120.7% | +28.8% |
| 1Y | +49.0% | +141.7% | -92.6% | +40.9% |
| All | +49.0% | +144.7% | -95.7% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling