+131.1%
ADI vs RNG
-70.1%
+201.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.9% |
| 7D | +1.3% | -9.6% | +10.9% | +3.0% |
| 30D | -6.0% | +8.8% | -14.8% | -7.5% |
| 3M | -7.7% | +78.6% | -86.3% | -17.7% |
| 6M | +14.0% | +70.3% | -56.3% | +0.8% |
| YTD | +34.4% | +140.3% | -105.9% | +8.2% |
| 1Y | +48.0% | +126.6% | -78.7% | +20.3% |
| 3Y | +113.3% | +120.2% | -6.9% | +67.0% |
| 5Y | +131.1% | -68.3% | +199.4% | +125.8% |
| All | +131.1% | -70.1% | +201.2% | +125.8% |
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 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