+1,010.8%
ADI vs RNG
+340.1%
+670.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | +9.5% | +4.6% | +4.9% | +8.5% |
| 30D | -1.4% | +0.4% | -1.8% | -1.5% |
| 3M | +4.7% | +11.4% | -6.7% | +2.1% |
| 6M | -7.4% | +95.7% | -103.1% | -21.2% |
| YTD | +48.1% | +162.9% | -114.8% | +14.1% |
| 1Y | +69.6% | +180.3% | -110.6% | +28.8% |
| 3Y | +144.4% | +188.3% | -44.0% | +77.0% |
| 5Y | +134.1% | -72.5% | +206.6% | +161.0% |
| 10Y | +632.8% | +236.7% | +396.1% | +328.5% |
| All | +1,010.8% | +340.1% | +670.6% | +501.6% |
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