+133.8%
ADI vs RNG
-72.1%
+205.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | +9.5% | +4.6% | +4.9% | +8.6% |
| 30D | -1.4% | +0.4% | -1.8% | -1.4% |
| 3M | +4.7% | +11.4% | -6.7% | +2.4% |
| 6M | -7.4% | +95.7% | -103.1% | -19.9% |
| YTD | +48.1% | +162.9% | -114.8% | +16.0% |
| 1Y | +69.6% | +180.3% | -110.6% | +30.8% |
| 3Y | +144.4% | +188.3% | -44.0% | +78.8% |
| All | +133.8% | -72.1% | +205.8% | +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 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