+311.3%
ARM vs RNG
+131.2%
+180.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -4.4% | +8.1% | +4.7% |
| 7D | +11.4% | -0.8% | +12.2% | +11.4% |
| 30D | -7.4% | +11.4% | -18.8% | -10.0% |
| 3M | -24.5% | +72.1% | -96.6% | -35.0% |
| 6M | +128.7% | +67.9% | +60.7% | +95.9% |
| YTD | +139.3% | +144.3% | -5.1% | +76.0% |
| 1Y | +88.0% | +117.5% | -29.6% | +43.7% |
| All | +311.3% | +131.2% | +180.1% | +188.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling