+38.0%
ALLE vs RNG
+54.0%
-16.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -0.9% |
| 7D | -0.6% | -11.3% | +10.8% | -0.3% |
| 30D | +25.3% | -5.7% | +31.0% | +25.1% |
| 3M | +10.3% | +16.8% | -6.5% | +8.9% |
| 6M | +38.0% | +58.5% | -20.4% | +33.7% |
| All | +38.0% | +54.0% | -16.0% | +33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling