+214.2%
ARM vs RNG
+150.4%
+63.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.0% |
| 7D | +19.8% | +2.3% | +17.6% | +19.2% |
| 30D | -21.8% | -3.4% | -18.4% | -20.8% |
| 3M | -26.5% | +20.9% | -47.4% | -29.6% |
| 6M | -3.9% | +82.2% | -86.1% | -18.1% |
| YTD | +82.8% | +164.6% | -81.9% | +32.4% |
| 1Y | +34.3% | +177.0% | -142.7% | -4.5% |
| 3Y | +282.2% | +177.4% | +104.8% | +152.3% |
| All | +214.2% | +150.4% | +63.8% | +116.9% |
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