+911.1%
ADI vs RNG
+327.7%
+583.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.9% | +5.5% | +2.4% |
| 7D | +0.4% | +5.8% | -5.3% | -0.7% |
| 30D | -3.8% | +19.6% | -23.4% | -7.4% |
| 3M | -15.3% | +67.0% | -82.3% | -24.8% |
| 6M | +6.7% | +88.4% | -81.7% | -9.5% |
| YTD | +34.8% | +155.5% | -120.7% | +4.7% |
| 1Y | +49.0% | +141.7% | -92.6% | +16.8% |
| 3Y | +108.1% | +131.1% | -23.0% | +58.1% |
| 5Y | +142.4% | -70.6% | +213.0% | +164.0% |
| 10Y | +589.9% | +228.2% | +361.7% | +305.8% |
| All | +911.1% | +327.7% | +583.3% | +452.1% |
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