+228.9%
ARM vs RNG
+154.7%
+74.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.9% | +7.6% | +5.4% |
| 7D | -15.2% | -11.3% | -3.9% | -12.7% |
| 30D | -40.7% | -5.7% | -35.0% | -39.7% |
| 3M | -39.1% | +16.8% | -55.9% | -41.1% |
| 6M | -26.4% | +58.5% | -84.9% | -34.5% |
| YTD | +59.7% | +151.3% | -91.6% | +18.3% |
| 1Y | +10.3% | +169.0% | -158.7% | -20.5% |
| 3Y | +228.9% | +156.9% | +71.9% | +127.1% |
| All | +228.9% | +154.7% | +74.2% | +127.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling