+651.5%
ADI vs RNG
+222.9%
+428.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.0% | +4.9% |
| 7D | +4.6% | -6.1% | +10.7% | +5.8% |
| 30D | -1.2% | +9.6% | -10.8% | -3.2% |
| 3M | -7.8% | +83.3% | -91.1% | -19.8% |
| 6M | +19.3% | +77.9% | -58.6% | +2.5% |
| YTD | +40.9% | +139.9% | -99.0% | +10.6% |
| 1Y | +54.5% | +121.7% | -67.2% | +23.1% |
| 3Y | +123.4% | +121.9% | +1.6% | +70.3% |
| 5Y | +142.3% | -68.4% | +210.7% | +161.4% |
| All | +651.5% | +222.9% | +428.6% | +324.2% |
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