-78.5%
RNG vs ABCL
-81.0%
+2.5%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.8% | +1.6% |
| 7D | +2.3% | +4.4% | -2.1% | +1.2% |
| 30D | -3.4% | -7.9% | +4.5% | -2.1% |
| 3M | +20.9% | +12.2% | +8.7% | +16.1% |
| 6M | +82.2% | +134.7% | -52.5% | +43.0% |
| YTD | +164.6% | +239.8% | -75.1% | +86.1% |
| 1Y | +177.0% | +192.7% | -15.7% | +101.2% |
| 3Y | +177.4% | +187.6% | -10.2% | +80.5% |
| 5Y | -72.3% | -22.6% | -49.7% | -76.2% |
| All | -78.5% | -81.0% | +2.5% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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