+37.8%
ALAB vs RNG
+178.2%
-140.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +7.0% |
| 7D | +3.4% | -3.5% | +6.9% | +3.1% |
| 30D | -28.8% | -3.8% | -25.0% | -28.9% |
| 3M | -26.0% | +18.6% | -44.5% | -23.8% |
| 6M | +11.4% | +69.2% | -57.8% | +23.0% |
| YTD | +38.8% | +161.9% | -123.1% | +50.9% |
| 1Y | +37.8% | +176.2% | -138.4% | +55.0% |
| All | +37.8% | +178.2% | -140.3% | +55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling